+2,498.7%
LSCC vs COPX
+186.2%
+2,312.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +1.3% | -4.0% | +5.3% | +3.7% |
| 30D | -9.7% | +4.5% | -14.2% | -12.3% |
| 3M | -23.7% | +0.8% | -24.5% | -24.1% |
| 6M | +26.5% | +3.2% | +23.3% | +23.3% |
| YTD | +57.5% | +26.7% | +30.8% | +34.5% |
| 1Y | +75.7% | +85.7% | -10.0% | +19.5% |
| 3Y | +19.5% | +151.2% | -131.7% | -32.4% |
| 5Y | +83.8% | +170.0% | -86.2% | -1.5% |
| 10Y | +1,772.4% | +572.9% | +1,199.5% | +466.4% |
| All | +2,498.7% | +186.2% | +2,312.4% | +1,073.1% |
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