+3,068.2%
LITE vs COST
+762.2%
+2,305.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.1% |
| 7D | -35.9% | +4.1% | -40.0% | -37.3% |
| 30D | -51.5% | +12.0% | -63.5% | -54.2% |
| 3M | -35.7% | +11.2% | -46.9% | -39.4% |
| 6M | -43.0% | +6.1% | -49.1% | -45.9% |
| YTD | +46.1% | +22.9% | +23.2% | +27.6% |
| 1Y | +124.7% | +14.7% | +110.0% | +102.2% |
| 3Y | +1,172.1% | +92.3% | +1,079.7% | +746.5% |
| 5Y | +477.0% | +116.6% | +360.4% | +252.9% |
| 10Y | +1,465.7% | +775.4% | +690.3% | +453.6% |
| All | +3,068.2% | +762.2% | +2,305.9% | +1,078.5% |
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