+65.9%
LSCC vs QID
-19.3%
+85.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -0.9% |
| 7D | +5.0% | +1.8% | +3.3% | +8.9% |
| 30D | -11.7% | +21.6% | -33.4% | +14.0% |
| 3M | -13.3% | +12.6% | -25.9% | +4.9% |
| 6M | -12.5% | +6.9% | -19.4% | +8.5% |
| YTD | +51.2% | -20.5% | +71.7% | +45.3% |
| 1Y | +65.9% | -18.1% | +84.0% | +64.1% |
| All | +65.9% | -19.3% | +85.2% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling