+1,236.1%
LSCC vs QID
-99.0%
+1,335.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.7% | +5.3% |
| 7D | +13.0% | +9.4% | +3.6% | +22.0% |
| 30D | -19.8% | +31.2% | -51.1% | +0.8% |
| 3M | -18.4% | +17.4% | -35.8% | -4.2% |
| 6M | -16.1% | +8.4% | -24.5% | -0.7% |
| YTD | +42.7% | -15.8% | +58.5% | +46.5% |
| 1Y | +68.0% | -16.3% | +84.3% | +73.4% |
| 3Y | +85.8% | -70.4% | +156.2% | +20.9% |
| 5Y | +28.0% | -74.8% | +102.8% | +3.8% |
| All | +1,236.1% | -99.0% | +1,335.1% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling