+2,150.5%
LSCC vs QID
-100.0%
+2,250.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +1.8% |
| 7D | +1.3% | -0.6% | +1.9% | +0.9% |
| 30D | -9.7% | 0.0% | -9.7% | -9.3% |
| 3M | -23.7% | +3.7% | -27.4% | -16.9% |
| 6M | +26.5% | -29.9% | +56.3% | +8.9% |
| YTD | +57.5% | -28.8% | +86.3% | +38.5% |
| 1Y | +75.7% | -37.2% | +112.9% | +45.5% |
| 3Y | +19.5% | -73.7% | +93.2% | -29.8% |
| 5Y | +83.8% | -80.7% | +164.5% | +24.0% |
| 10Y | +1,772.4% | -99.1% | +1,871.5% | +189.7% |
| All | +2,150.5% | -100.0% | +2,250.5% | -39.1% |
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 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