+87.2%
LSCC vs QSR
+46.1%
+41.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.7% | +2.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -9.6% | +5.9% | -15.6% | -12.5% |
| 3M | -17.8% | +10.5% | -28.2% | -23.1% |
| 6M | +37.4% | +7.7% | +29.7% | +29.4% |
| YTD | +59.7% | +16.8% | +42.9% | +42.5% |
| 1Y | +76.2% | +30.9% | +45.4% | +45.3% |
| 3Y | +28.2% | +28.2% | 0.0% | +1.1% |
| 5Y | +87.2% | +45.0% | +42.2% | +20.4% |
| All | +87.2% | +46.1% | +41.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling