+85.8%
LSCC vs COO
-25.3%
+111.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.7% |
| 7D | +13.0% | +4.7% | +8.2% | +11.2% |
| 30D | -19.8% | +13.9% | -33.7% | -23.7% |
| 3M | -18.4% | -14.9% | -3.5% | -14.0% |
| 6M | -16.1% | +2.0% | -18.1% | -20.2% |
| YTD | +42.7% | -23.9% | +66.6% | +59.0% |
| 1Y | +68.0% | -9.6% | +77.6% | +71.9% |
| 3Y | +85.8% | -25.4% | +111.3% | +92.1% |
| All | +85.8% | -25.3% | +111.2% | +92.1% |
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