+125.3%
LITE vs COST
+16.7%
+108.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +4.6% | -18.5% | -7.1% |
| 30D | -46.9% | +12.8% | -59.7% | -35.4% |
| 3M | -28.0% | +12.1% | -40.1% | -12.2% |
| 6M | -35.2% | +6.0% | -41.2% | -22.2% |
| YTD | +58.9% | +24.4% | +34.5% | +155.8% |
| 1Y | +125.3% | +17.1% | +108.2% | +215.1% |
| All | +125.3% | +16.7% | +108.6% | +215.1% |
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 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