+1,939.2%
LSCC vs QID
-100.0%
+2,039.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.7% | +5.4% |
| 7D | +13.0% | +9.4% | +3.6% | +21.6% |
| 30D | -19.8% | +31.2% | -51.1% | -0.3% |
| 3M | -18.4% | +17.4% | -35.8% | -4.9% |
| 6M | -16.1% | +8.4% | -24.5% | -1.4% |
| YTD | +42.7% | -15.8% | +58.5% | +46.3% |
| 1Y | +68.0% | -16.3% | +84.3% | +73.2% |
| 3Y | +85.8% | -70.4% | +156.2% | +22.2% |
| 5Y | +28.0% | -74.8% | +102.8% | +6.3% |
| 10Y | +1,255.1% | -99.0% | +1,354.1% | +136.4% |
| All | +1,939.2% | -100.0% | +2,039.2% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling