+81.6%
KO vs LSCC
+85.6%
-4.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.3% |
| 7D | +0.4% | +5.2% | -4.8% | +0.4% |
| 30D | +1.5% | -9.6% | +11.1% | +1.5% |
| 3M | +11.8% | -17.8% | +29.6% | +11.9% |
| 6M | +16.2% | +37.4% | -21.2% | +15.0% |
| YTD | +28.1% | +59.7% | -31.6% | +26.3% |
| 1Y | +34.8% | +76.2% | -41.5% | +32.4% |
| 3Y | +65.5% | +28.2% | +37.3% | +64.3% |
| 5Y | +81.6% | +87.2% | -5.6% | +67.6% |
| All | +81.6% | +85.6% | -4.1% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling