+1,688.6%
LSCC vs QSR
+218.5%
+1,470.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | +2.4% | -1.1% | +0.2% |
| 30D | -9.7% | +7.6% | -17.3% | -12.8% |
| 3M | -23.7% | +12.6% | -36.3% | -28.6% |
| 6M | +26.5% | +14.4% | +12.1% | +17.0% |
| YTD | +57.5% | +19.6% | +37.9% | +42.3% |
| 1Y | +75.7% | +33.9% | +41.8% | +49.8% |
| 3Y | +19.5% | +27.1% | -7.6% | +2.4% |
| 5Y | +83.8% | +48.5% | +35.2% | +45.8% |
| 10Y | +1,772.4% | +126.2% | +1,646.2% | +1,093.4% |
| All | +1,688.6% | +218.5% | +1,470.1% | +908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling