+69.6%
LSCC vs COO
-7.7%
+77.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.0% |
| 7D | +3.0% | +8.4% | -5.5% | +2.6% |
| 30D | -19.3% | +13.5% | -32.7% | -19.8% |
| 3M | -22.3% | -13.8% | -8.5% | -19.6% |
| 6M | -14.6% | +4.7% | -19.3% | -19.2% |
| YTD | +45.8% | -21.4% | +67.2% | +76.2% |
| 1Y | +69.6% | -6.7% | +76.4% | +86.0% |
| All | +69.6% | -7.7% | +77.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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