+298.3%
COP vs LSCC
+1,398.6%
-1,100.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.8% | -2.7% |
| 7D | -8.4% | +19.3% | -27.8% | -11.4% |
| 30D | +0.3% | -9.6% | +9.9% | +1.3% |
| 3M | +15.1% | -12.4% | +27.5% | +16.2% |
| 6M | +19.8% | -10.5% | +30.2% | +18.4% |
| YTD | +46.8% | +54.8% | -8.0% | +27.7% |
| 1Y | +59.7% | +79.4% | -19.6% | +34.4% |
| 3Y | +28.7% | +109.6% | -80.9% | -1.7% |
| 5Y | +110.7% | +40.4% | +70.3% | +65.2% |
| 10Y | +298.3% | +1,379.1% | -1,080.8% | +75.3% |
| All | +298.3% | +1,398.6% | -1,100.3% | +75.3% |
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