+5,083.9%
LITE vs COST
+648.3%
+4,435.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.5% |
| 7D | -1.5% | -3.1% | +1.6% | -0.2% |
| 30D | +6.7% | -2.8% | +9.4% | +7.5% |
| 3M | -6.8% | -5.7% | -1.1% | -5.6% |
| 6M | +29.4% | -8.8% | +38.2% | +32.2% |
| YTD | +139.1% | +6.7% | +132.4% | +124.0% |
| 1Y | +521.0% | -3.6% | +524.6% | +506.1% |
| 3Y | +1,535.3% | +75.1% | +1,460.2% | +1,038.0% |
| 5Y | +889.8% | +108.9% | +780.9% | +511.4% |
| 10Y | +2,400.7% | +586.2% | +1,814.6% | +869.4% |
| All | +5,083.9% | +648.3% | +4,435.5% | +1,969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling