+82.0%
LSCC vs COPX
+171.2%
-89.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +1.3% | -4.0% | +5.3% | +4.2% |
| 30D | -9.7% | +4.5% | -14.2% | -12.8% |
| 3M | -23.7% | +0.8% | -24.5% | -24.4% |
| 6M | +26.5% | +3.2% | +23.3% | +22.0% |
| YTD | +57.5% | +26.7% | +30.8% | +29.2% |
| 1Y | +75.7% | +85.7% | -10.0% | +9.0% |
| 3Y | +19.5% | +151.2% | -131.7% | -42.1% |
| All | +82.0% | +171.2% | -89.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling