+555.0%
LITE vs COST
-5.0%
+560.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +10.2% |
| 7D | +12.6% | -3.2% | +15.8% | +8.0% |
| 30D | +9.9% | -4.0% | +13.9% | +5.1% |
| 3M | +9.3% | -6.5% | +15.8% | +4.2% |
| 6M | +75.2% | -8.5% | +83.8% | +65.1% |
| YTD | +165.5% | +6.0% | +159.5% | +228.1% |
| 1Y | +555.0% | -5.8% | +560.8% | +558.4% |
| All | +555.0% | -5.0% | +560.0% | +558.4% |
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