+144.6%
LLY vs COST
+95.3%
+49.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +4.6% | -3.0% | -0.5% |
| 30D | +21.5% | +12.8% | +8.7% | +15.0% |
| 3M | +16.4% | +12.1% | +4.4% | +10.5% |
| 6M | +51.5% | +6.0% | +45.5% | +46.9% |
| YTD | +33.9% | +24.4% | +9.6% | +20.2% |
| 1Y | +49.1% | +17.1% | +32.0% | +37.8% |
| 3Y | +144.6% | +92.2% | +52.5% | +108.8% |
| All | +144.6% | +95.3% | +49.3% | +108.8% |
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