+69.8%
LSCC vs Q
+32.1%
+37.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.9% | +1.5% | +3.0% |
| 7D | +19.3% | +8.4% | +10.9% | +12.6% |
| 30D | -9.6% | -1.2% | -8.5% | -8.3% |
| 3M | -12.4% | -9.3% | -3.1% | -5.4% |
| 6M | -10.5% | -15.0% | +4.5% | +0.8% |
| YTD | +54.8% | +53.5% | +1.3% | +31.4% |
| All | +69.8% | +32.1% | +37.7% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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