+1,533.3%
LITE vs COST
+777.9%
+755.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.2% | +9.5% | +10.2% |
| 7D | -12.9% | +2.5% | -15.4% | -14.0% |
| 30D | -46.0% | +12.8% | -58.7% | -49.2% |
| 3M | -33.0% | +12.7% | -45.7% | -37.3% |
| 6M | -34.0% | +6.0% | -40.1% | -37.4% |
| YTD | +61.7% | +24.4% | +37.4% | +39.7% |
| 1Y | +148.3% | +16.2% | +132.1% | +121.3% |
| 3Y | +1,408.5% | +96.9% | +1,311.6% | +866.0% |
| 5Y | +546.2% | +121.1% | +425.0% | +277.7% |
| 10Y | +1,533.3% | +758.4% | +774.9% | +376.2% |
| All | +1,533.3% | +777.9% | +755.5% | +376.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling