+74.6%
LSCC vs QSR
+29.2%
+45.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.9% |
| 7D | +1.4% | -2.4% | +3.7% | +1.1% |
| 30D | -10.0% | +5.7% | -15.7% | -9.7% |
| 3M | -16.1% | +6.9% | -23.0% | -16.0% |
| 6M | +27.4% | +6.9% | +20.5% | +27.5% |
| YTD | +56.9% | +14.9% | +42.0% | +55.0% |
| 1Y | +74.6% | +29.1% | +45.5% | +77.7% |
| All | +74.6% | +29.2% | +45.4% | +77.7% |
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