+25.4%
LSCC vs QSR
+32.7%
-7.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | +2.4% | -1.1% | +0.8% |
| 30D | -9.7% | +7.6% | -17.3% | -11.3% |
| 3M | -23.7% | +12.6% | -36.3% | -26.5% |
| 6M | +26.5% | +14.4% | +12.1% | +20.7% |
| YTD | +57.5% | +19.6% | +37.9% | +47.8% |
| 1Y | +75.7% | +33.9% | +41.8% | +57.7% |
| All | +25.4% | +32.7% | -7.4% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling