+2,652.7%
LSCC vs COPX
+131.8%
+2,520.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +9.9% |
| 7D | +14.5% | -1.5% | +16.0% | +15.9% |
| 30D | -0.1% | -14.0% | +13.9% | +10.1% |
| 3M | -2.7% | -17.1% | +14.5% | +9.3% |
| 6M | -4.8% | -15.9% | +11.1% | +5.9% |
| YTD | +66.9% | +2.6% | +64.2% | +62.6% |
| 1Y | +85.8% | +21.6% | +64.2% | +63.6% |
| 3Y | +115.6% | +142.7% | -27.1% | +25.6% |
| 5Y | +48.8% | +122.2% | -73.4% | -9.3% |
| 10Y | +1,490.3% | +338.8% | +1,151.5% | +517.4% |
| All | +2,652.7% | +131.8% | +2,520.9% | +1,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling