+323.1%
COP vs LSCC
+1,486.2%
-1,163.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | 0.0% |
| 7D | +0.7% | +14.5% | -13.8% | -1.8% |
| 30D | +0.2% | -0.1% | +0.3% | -0.5% |
| 3M | +10.2% | -2.7% | +12.9% | +9.3% |
| 6M | +20.1% | -4.8% | +24.9% | +17.5% |
| YTD | +50.5% | +66.9% | -16.3% | +29.3% |
| 1Y | +56.8% | +85.8% | -29.0% | +31.4% |
| 3Y | +30.3% | +115.6% | -85.3% | -0.7% |
| 5Y | +126.8% | +48.8% | +78.0% | +76.4% |
| All | +323.1% | +1,486.2% | -1,163.0% | +86.7% |
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