+4,732.3%
KO vs LSCC
+11,454.8%
-6,722.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.7% | +0.1% |
| 7D | +1.8% | +14.5% | -12.6% | +1.0% |
| 30D | +8.7% | -0.1% | +8.7% | +8.4% |
| 3M | +13.5% | -2.7% | +16.2% | +13.2% |
| 6M | +25.6% | -4.8% | +30.4% | +24.7% |
| YTD | +42.3% | +66.9% | -24.6% | +36.2% |
| 1Y | +39.9% | +85.8% | -46.0% | +32.9% |
| 3Y | +87.5% | +115.6% | -28.0% | +73.0% |
| 5Y | +99.1% | +48.8% | +50.2% | +84.6% |
| 10Y | +224.2% | +1,490.3% | -1,266.1% | +152.6% |
| All | +4,732.3% | +11,454.8% | -6,722.5% | +2,308.1% |
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