+466.3%
LLY vs COST
+121.3%
+345.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +4.6% | -3.0% | -0.1% |
| 30D | +21.5% | +12.8% | +8.7% | +16.2% |
| 3M | +16.4% | +12.1% | +4.4% | +11.6% |
| 6M | +51.5% | +6.0% | +45.5% | +47.8% |
| YTD | +33.9% | +24.4% | +9.6% | +23.1% |
| 1Y | +49.1% | +17.1% | +32.0% | +40.0% |
| 3Y | +144.6% | +92.2% | +52.5% | +98.1% |
| 5Y | +466.3% | +122.5% | +343.8% | +344.2% |
| All | +466.3% | +121.3% | +345.0% | +344.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling