+39.5%
COF vs LSCC
+36.6%
+3.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.4% | -10.1% | -3.7% |
| 7D | -5.8% | +19.3% | -25.1% | -10.2% |
| 30D | -0.3% | -9.6% | +9.3% | +1.3% |
| 3M | -8.5% | -12.4% | +3.9% | -6.9% |
| 6M | +5.6% | -10.5% | +16.1% | +4.6% |
| YTD | -17.1% | +54.8% | -71.9% | -30.9% |
| 1Y | -7.4% | +79.4% | -86.8% | -26.2% |
| 3Y | +99.1% | +109.6% | -10.5% | +38.6% |
| 5Y | +39.5% | +40.4% | -0.8% | -4.2% |
| All | +39.5% | +36.6% | +3.0% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling