+99.0%
COST vs LSCC
+99.6%
-0.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.4% |
| 7D | +5.0% | +7.0% | -2.0% | +4.8% |
| 30D | +12.8% | -2.3% | +15.1% | +12.9% |
| 3M | +15.2% | -12.5% | +27.7% | +15.5% |
| 6M | +7.4% | -10.6% | +18.0% | +7.0% |
| YTD | +29.0% | +52.7% | -23.7% | +23.2% |
| 1Y | +20.3% | +74.0% | -53.7% | +13.6% |
| 3Y | +99.0% | +104.8% | -5.8% | +78.1% |
| All | +99.0% | +99.6% | -0.6% | +78.1% |
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