+1,236.1%
LSCC vs COO
+41.2%
+1,194.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +8.1% |
| 7D | +13.0% | +4.7% | +8.2% | +9.9% |
| 30D | -19.8% | +13.9% | -33.7% | -26.2% |
| 3M | -18.4% | -14.9% | -3.5% | -12.5% |
| 6M | -16.1% | +2.0% | -18.1% | -21.5% |
| YTD | +42.7% | -23.9% | +66.6% | +61.6% |
| 1Y | +68.0% | -9.6% | +77.6% | +70.3% |
| 3Y | +85.8% | -25.4% | +111.3% | +102.4% |
| 5Y | +28.0% | -41.2% | +69.2% | +61.3% |
| All | +1,236.1% | +41.2% | +1,194.9% | +1,062.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling