+96.8%
KO vs LSCC
+36.6%
+60.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | +0.4% |
| 7D | +0.2% | +19.3% | -19.1% | +0.3% |
| 30D | +9.1% | -9.6% | +18.7% | +9.1% |
| 3M | +11.0% | -12.4% | +23.4% | +11.0% |
| 6M | +24.0% | -10.5% | +34.4% | +23.8% |
| YTD | +40.0% | +54.8% | -14.8% | +38.2% |
| 1Y | +39.7% | +79.4% | -39.6% | +37.4% |
| 3Y | +84.8% | +109.6% | -24.8% | +78.4% |
| 5Y | +96.8% | +40.4% | +56.4% | +89.0% |
| All | +96.8% | +36.6% | +60.2% | +89.0% |
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