+13,709.0%
COST vs LSCC
+10,619.1%
+3,090.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | +0.1% |
| 7D | +2.5% | +19.3% | -16.9% | -0.1% |
| 30D | +12.8% | -9.6% | +22.4% | +13.6% |
| 3M | +12.7% | -12.4% | +25.1% | +13.5% |
| 6M | +6.0% | -10.5% | +16.5% | +5.2% |
| YTD | +24.4% | +54.8% | -30.4% | +13.4% |
| 1Y | +16.2% | +79.4% | -63.2% | +3.7% |
| 3Y | +96.9% | +109.6% | -12.7% | +64.8% |
| 5Y | +121.1% | +40.4% | +80.8% | +89.8% |
| 10Y | +758.4% | +1,379.1% | -620.7% | +406.6% |
| All | +13,709.0% | +10,619.1% | +3,090.0% | +3,809.1% |
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 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