+35.1%
LSCC vs COO
-40.4%
+75.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -2.3% | +14.2% | -16.5% | -10.1% |
| 3M | -12.5% | -18.2% | +5.7% | -3.3% |
| 6M | -10.6% | +5.3% | -15.9% | -18.5% |
| YTD | +52.7% | -23.6% | +76.3% | +74.8% |
| 1Y | +74.0% | -12.7% | +86.7% | +81.2% |
| 3Y | +104.8% | -24.2% | +129.0% | +116.1% |
| All | +35.1% | -40.4% | +75.5% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling