+1,172.1%
LITE vs COST
+95.5%
+1,076.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.5% |
| 7D | -35.9% | +4.1% | -40.0% | -35.5% |
| 30D | -51.5% | +12.0% | -63.5% | -51.0% |
| 3M | -35.7% | +11.2% | -46.9% | -35.0% |
| 6M | -43.0% | +6.1% | -49.1% | -42.1% |
| YTD | +46.1% | +22.9% | +23.2% | +40.5% |
| 1Y | +124.7% | +14.7% | +110.0% | +121.5% |
| 3Y | +1,172.1% | +92.3% | +1,079.7% | +781.1% |
| All | +1,172.1% | +95.5% | +1,076.5% | +781.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling