+602.0%
COST vs LSCC
+1,791.9%
-1,189.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -3.2% | +5.2% | -8.4% | -3.7% |
| 30D | -4.0% | -9.6% | +5.7% | -3.0% |
| 3M | -6.5% | -17.8% | +11.3% | -5.1% |
| 6M | -8.5% | +37.4% | -46.0% | -14.0% |
| YTD | +6.0% | +59.7% | -53.7% | -3.0% |
| 1Y | -5.8% | +76.2% | -82.0% | -15.5% |
| 3Y | +71.8% | +28.2% | +43.6% | +55.3% |
| 5Y | +106.2% | +87.2% | +19.0% | +68.8% |
| 10Y | +602.0% | +1,795.0% | -1,193.0% | +333.7% |
| All | +602.0% | +1,791.9% | -1,189.9% | +333.7% |
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