+2,049.9%
LLY vs COST
+776.8%
+1,273.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | +1.4% | +3.9% | -2.6% | -0.3% |
| 30D | +21.5% | +13.5% | +8.0% | +15.3% |
| 3M | +18.5% | +15.3% | +3.1% | +11.6% |
| 6M | +49.1% | +9.2% | +40.0% | +43.3% |
| YTD | +34.4% | +26.9% | +7.5% | +21.1% |
| 1Y | +46.3% | +19.7% | +26.6% | +34.9% |
| 3Y | +145.5% | +96.0% | +49.4% | +85.2% |
| 5Y | +472.7% | +124.0% | +348.6% | +300.6% |
| 10Y | +2,049.9% | +760.6% | +1,289.3% | +839.5% |
| All | +2,049.9% | +776.8% | +1,273.2% | +839.5% |
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 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