+74.6%
LSCC vs COPX
+87.6%
-13.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.3% |
| 7D | +1.4% | +6.0% | -4.6% | -2.4% |
| 30D | -10.0% | +6.4% | -16.5% | -13.8% |
| 3M | -16.1% | +19.3% | -35.4% | -25.5% |
| 6M | +27.4% | +16.2% | +11.1% | +13.6% |
| YTD | +56.9% | +33.2% | +23.7% | +25.9% |
| 1Y | +74.6% | +90.2% | -15.6% | +44.7% |
| All | +74.6% | +87.6% | -13.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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