+52.8%
COF vs LSCC
+82.7%
-29.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | +1.8% | +1.3% | +0.5% | +1.5% |
| 30D | -0.6% | -9.7% | +9.1% | +1.8% |
| 3M | +20.3% | -23.7% | +44.0% | +26.7% |
| 6M | +13.0% | +26.5% | -13.5% | +2.3% |
| YTD | -8.3% | +57.5% | -65.8% | -22.8% |
| 1Y | -1.5% | +75.7% | -77.1% | -20.3% |
| 3Y | +122.3% | +19.5% | +102.8% | +87.4% |
| All | +52.8% | +82.7% | -29.9% | -1.1% |
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