+580.4%
LITE vs COST
+124.1%
+456.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +22.6% | +2.5% | +20.1% | +21.9% |
| 30D | -36.8% | +14.6% | -51.4% | -39.1% |
| 3M | -33.0% | +15.2% | -48.2% | -35.8% |
| 6M | -37.1% | +7.2% | -44.3% | -38.6% |
| YTD | +69.5% | +27.4% | +42.1% | +51.6% |
| 1Y | +146.1% | +20.2% | +125.9% | +125.4% |
| 3Y | +1,440.8% | +96.9% | +1,344.0% | +960.6% |
| 5Y | +580.4% | +122.8% | +457.6% | +332.1% |
| All | +580.4% | +124.1% | +456.4% | +332.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling