+186.4%
COP vs LSCC
+82.7%
+103.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +17.5% | -9.7% | +27.2% | +18.6% |
| 3M | +13.4% | -23.7% | +37.1% | +15.9% |
| 6M | +17.7% | +26.5% | -8.8% | +11.5% |
| YTD | +46.6% | +57.5% | -10.9% | +33.8% |
| 1Y | +44.6% | +75.7% | -31.1% | +29.3% |
| 3Y | +20.7% | +19.5% | +1.2% | +8.6% |
| All | +186.4% | +82.7% | +103.6% | +130.4% |
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 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