+75.7%
LSCC vs QSR
+33.2%
+42.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | +2.4% | -1.1% | +1.6% |
| 30D | -9.7% | +7.6% | -17.3% | -9.1% |
| 3M | -23.7% | +12.6% | -36.3% | -23.5% |
| 6M | +26.5% | +14.4% | +12.1% | +26.3% |
| YTD | +57.5% | +19.6% | +37.9% | +56.4% |
| 1Y | +75.7% | +33.9% | +41.8% | +85.7% |
| All | +75.7% | +33.2% | +42.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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