+24.9%
COP vs LSCC
+69.3%
-44.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.5% |
| 7D | -9.7% | -4.8% | -4.9% | -9.5% |
| 30D | +4.7% | -27.1% | +31.8% | +7.0% |
| 3M | +18.5% | -23.6% | +42.1% | +20.5% |
| 6M | +11.4% | -19.8% | +31.2% | +11.3% |
| YTD | +47.9% | +33.2% | +14.7% | +35.6% |
| 1Y | +59.3% | +55.2% | +4.1% | +42.3% |
| All | +24.9% | +69.3% | -44.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling