+21.2%
LSCC vs COO
-23.4%
+44.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | +1.3% | -2.2% | +3.5% | +2.2% |
| 30D | -9.7% | -7.0% | -2.7% | -7.3% |
| 3M | -23.7% | +12.2% | -35.9% | -29.0% |
| 6M | +26.5% | -15.1% | +41.6% | +35.6% |
| YTD | +57.5% | -15.1% | +72.6% | +69.0% |
| 1Y | +75.7% | +2.3% | +73.3% | +72.2% |
| All | +21.2% | -23.4% | +44.6% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling