+1,560.7%
LLY vs COST
+609.8%
+950.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.1% |
| 30D | -7.4% | -4.4% | -3.0% | -5.7% |
| 3M | -1.0% | -8.1% | +7.1% | +2.3% |
| 6M | +12.5% | -9.2% | +21.8% | +16.7% |
| YTD | +5.0% | +5.1% | -0.1% | +2.3% |
| 1Y | +49.8% | -5.1% | +54.8% | +51.9% |
| 3Y | +95.5% | +70.4% | +25.1% | +56.5% |
| 5Y | +390.7% | +104.7% | +286.0% | +254.8% |
| All | +1,560.7% | +609.8% | +950.9% | +693.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling