+113.0%
COP vs LSCC
+26.3%
+86.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | -0.1% |
| 7D | -11.5% | +13.0% | -24.5% | -12.7% |
| 30D | +5.0% | -19.8% | +24.8% | +6.9% |
| 3M | +17.5% | -18.4% | +35.9% | +19.1% |
| 6M | +16.2% | -16.1% | +32.3% | +16.1% |
| YTD | +48.8% | +42.7% | +6.1% | +36.3% |
| 1Y | +64.1% | +68.0% | -3.9% | +46.5% |
| 3Y | +25.7% | +85.8% | -60.2% | +5.5% |
| All | +113.0% | +26.3% | +86.7% | +83.3% |
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 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