+32.7%
KO vs LSCC
+74.7%
-42.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -1.0% |
| 7D | -0.8% | +1.4% | -2.2% | -0.7% |
| 30D | +0.8% | -10.0% | +10.8% | +0.1% |
| 3M | +8.3% | -16.1% | +24.4% | +7.4% |
| 6M | +14.0% | +27.4% | -13.3% | +13.3% |
| YTD | +26.9% | +56.9% | -30.0% | +28.2% |
| 1Y | +32.7% | +74.6% | -41.9% | +33.9% |
| All | +32.7% | +74.7% | -42.0% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling