+104.7%
LLY vs COST
+73.7%
+31.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.4% |
| 7D | -2.1% | -3.1% | +1.0% | -0.7% |
| 30D | -1.6% | -2.8% | +1.2% | -0.4% |
| 3M | +2.3% | -5.7% | +8.0% | +4.9% |
| 6M | +14.9% | -8.8% | +23.7% | +19.3% |
| YTD | +7.5% | +6.7% | +0.8% | +3.4% |
| 1Y | +55.7% | -3.6% | +59.3% | +57.4% |
| All | +104.7% | +73.7% | +31.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling