+35.1%
LSCC vs QID
-76.9%
+112.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -3.2% |
| 7D | +7.0% | -7.1% | +14.1% | +1.4% |
| 30D | -2.3% | +12.6% | -14.9% | +12.7% |
| 3M | -12.5% | +14.2% | -26.8% | +4.0% |
| 6M | -10.6% | +6.2% | -16.8% | +7.1% |
| YTD | +52.7% | -21.8% | +74.5% | +48.1% |
| 1Y | +74.0% | -23.1% | +97.1% | +67.8% |
| 3Y | +104.8% | -71.3% | +176.1% | +17.7% |
| All | +35.1% | -76.9% | +112.0% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling