+1,352.3%
LSCC vs QID
-99.0%
+1,451.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -1.4% |
| 7D | +5.0% | +1.8% | +3.3% | +8.1% |
| 30D | -11.7% | +21.6% | -33.4% | +5.3% |
| 3M | -13.3% | +12.6% | -25.9% | -0.8% |
| 6M | -12.5% | +6.9% | -19.4% | +2.7% |
| YTD | +51.2% | -20.5% | +71.7% | +49.4% |
| 1Y | +65.9% | -18.1% | +84.0% | +68.9% |
| 3Y | +95.3% | -70.7% | +166.0% | +26.0% |
| 5Y | +38.6% | -77.2% | +115.9% | +5.3% |
| 10Y | +1,352.3% | -99.0% | +1,451.4% | +312.1% |
| All | +1,352.3% | -99.0% | +1,451.3% | +312.1% |
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