+1,830.6%
LSCC vs QSR
+126.5%
+1,704.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | +1.4% | -2.4% | +3.7% | +2.5% |
| 30D | -10.0% | +5.7% | -15.7% | -12.5% |
| 3M | -16.1% | +6.9% | -23.0% | -19.7% |
| 6M | +27.4% | +6.9% | +20.5% | +21.3% |
| YTD | +56.9% | +14.9% | +42.0% | +43.6% |
| 1Y | +74.6% | +29.1% | +45.5% | +50.1% |
| 3Y | +26.0% | +26.1% | -0.2% | +7.2% |
| 5Y | +86.1% | +42.3% | +43.8% | +48.0% |
| 10Y | +1,830.6% | +134.0% | +1,696.6% | +1,145.0% |
| All | +1,830.6% | +126.5% | +1,704.1% | +1,145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling