+1,631.1%
QLD vs LSCC
+1,772.4%
-141.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.8% |
| 7D | +0.6% | +1.3% | -0.7% | -0.2% |
| 30D | -0.1% | -9.7% | +9.5% | +5.3% |
| 3M | -8.4% | -23.7% | +15.3% | +5.5% |
| 6M | +32.2% | +26.5% | +5.7% | +12.7% |
| YTD | +28.9% | +57.5% | -28.6% | -5.0% |
| 1Y | +43.8% | +75.7% | -31.9% | -1.6% |
| 3Y | +176.6% | +19.5% | +157.1% | +111.7% |
| 5Y | +121.6% | +83.8% | +37.8% | +27.9% |
| All | +1,631.1% | +1,772.4% | -141.3% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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