+123.8%
LSCC vs COPX
+142.4%
-18.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +9.8% |
| 7D | +14.5% | -1.5% | +16.0% | +16.2% |
| 30D | -0.1% | -14.0% | +13.9% | +11.8% |
| 3M | -2.7% | -17.1% | +14.5% | +11.2% |
| 6M | -4.8% | -15.9% | +11.1% | +7.0% |
| YTD | +66.9% | +2.6% | +64.2% | +58.9% |
| 1Y | +85.8% | +21.6% | +64.2% | +56.2% |
| All | +123.8% | +142.4% | -18.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling