+37.0%
LSCC vs Q
+56.5%
-19.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.4% | -1.2% | -3.2% |
| 7D | -4.8% | -10.3% | +5.5% | +3.6% |
| 30D | -27.1% | -17.7% | -9.4% | -15.6% |
| 3M | -23.6% | -18.8% | -4.8% | -10.7% |
| 6M | -19.8% | -24.8% | +5.0% | -1.4% |
| YTD | +33.2% | +35.0% | -1.8% | +30.1% |
| 1Y | +55.2% | +10.7% | +44.5% | +50.5% |
| All | +37.0% | +56.5% | -19.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling