-9.7%
COF vs LSCC
+69.4%
-79.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | -6.2% | +5.0% | -11.2% | -6.7% |
| 30D | -1.7% | -11.7% | +10.0% | -0.6% |
| 3M | -10.2% | -13.3% | +3.1% | -9.3% |
| 6M | +4.2% | -12.5% | +16.7% | +3.4% |
| YTD | -18.2% | +51.2% | -69.4% | -29.6% |
| 1Y | -9.7% | +65.9% | -75.6% | -25.0% |
| All | -9.7% | +69.4% | -79.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling