+4,533.0%
COP vs LSCC
+9,126.4%
-4,593.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.1% |
| 7D | -9.7% | -4.8% | -4.9% | -9.4% |
| 30D | +4.7% | -27.1% | +31.8% | +8.1% |
| 3M | +18.5% | -23.6% | +42.1% | +21.3% |
| 6M | +11.4% | -19.8% | +31.2% | +12.1% |
| YTD | +47.9% | +33.2% | +14.7% | +38.6% |
| 1Y | +59.3% | +55.2% | +4.1% | +46.3% |
| 3Y | +23.6% | +70.1% | -46.5% | +8.9% |
| 5Y | +113.1% | +19.5% | +93.6% | +89.9% |
| 10Y | +329.1% | +1,164.9% | -835.8% | +184.3% |
| All | +4,533.0% | +9,126.4% | -4,593.3% | +2,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling