+92.3%
COST vs LSCC
+81.4%
+10.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.3% | -1.3% |
| 7D | +4.1% | +13.0% | -8.9% | +3.8% |
| 30D | +12.0% | -19.8% | +31.8% | +12.6% |
| 3M | +11.2% | -18.4% | +29.6% | +11.7% |
| 6M | +6.1% | -16.1% | +22.2% | +5.9% |
| YTD | +22.9% | +42.7% | -19.8% | +17.4% |
| 1Y | +14.7% | +68.0% | -53.3% | +8.1% |
| 3Y | +92.3% | +85.8% | +6.5% | +72.2% |
| All | +92.3% | +81.4% | +10.9% | +72.2% |
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