+232.7%
LITE vs COST
+12.8%
+219.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.7% | -10.5% | -3.7% |
| 7D | -31.4% | +6.6% | -38.1% | -23.5% |
| 30D | -42.6% | +13.5% | -56.1% | -29.8% |
| 3M | -26.2% | +10.6% | -36.8% | -12.0% |
| 6M | -35.8% | +3.6% | -39.4% | -25.4% |
| YTD | +70.0% | +22.1% | +48.0% | +175.2% |
| 1Y | +232.7% | +11.9% | +220.8% | +317.8% |
| All | +232.7% | +12.8% | +219.9% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling