+310.1%
COP vs LSCC
+1,333.6%
-1,023.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.2% |
| 7D | -6.1% | +5.0% | -11.1% | -7.0% |
| 30D | +1.1% | -11.7% | +12.9% | +2.5% |
| 3M | +10.9% | -13.3% | +24.2% | +12.2% |
| 6M | +20.8% | -12.5% | +33.3% | +19.8% |
| YTD | +48.0% | +51.2% | -3.2% | +29.3% |
| 1Y | +58.5% | +65.9% | -7.4% | +35.5% |
| 3Y | +28.1% | +95.3% | -67.2% | -0.7% |
| 5Y | +120.5% | +38.6% | +81.8% | +73.0% |
| 10Y | +310.1% | +1,352.3% | -1,042.2% | +81.4% |
| All | +310.1% | +1,333.6% | -1,023.5% | +81.4% |
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