+1,587.5%
LITE vs COST
+756.8%
+830.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +4.6% | -18.5% | -15.7% |
| 30D | -46.9% | +12.8% | -59.7% | -50.1% |
| 3M | -28.0% | +12.1% | -40.1% | -32.5% |
| 6M | -35.2% | +6.0% | -41.2% | -38.5% |
| YTD | +58.9% | +24.4% | +34.5% | +37.2% |
| 1Y | +125.3% | +17.1% | +108.2% | +100.0% |
| 3Y | +1,344.4% | +92.2% | +1,252.3% | +838.6% |
| 5Y | +541.2% | +122.5% | +418.6% | +273.4% |
| 10Y | +1,587.5% | +758.9% | +828.6% | +408.1% |
| All | +1,587.5% | +756.8% | +830.7% | +408.1% |
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