+252.4%
COF vs LSCC
+1,791.9%
-1,539.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -2.9% |
| 7D | +1.2% | +5.2% | -4.0% | -0.1% |
| 30D | -1.4% | -9.6% | +8.2% | +1.1% |
| 3M | +19.0% | -17.8% | +36.8% | +23.4% |
| 6M | +14.9% | +37.4% | -22.6% | +1.5% |
| YTD | -10.7% | +59.7% | -70.4% | -25.1% |
| 1Y | -1.3% | +76.2% | -77.5% | -20.3% |
| 3Y | +124.3% | +28.2% | +96.1% | +84.4% |
| 5Y | +51.1% | +87.2% | -36.1% | +4.2% |
| 10Y | +252.4% | +1,795.0% | -1,542.6% | +40.0% |
| All | +252.4% | +1,791.9% | -1,539.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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