+62.6%
QLD vs LSCC
+18.7%
+43.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.6% | -4.1% | -7.8% |
| 7D | -18.6% | -4.8% | -13.7% | -16.3% |
| 30D | -28.3% | -27.1% | -1.2% | -14.5% |
| 3M | -20.4% | -23.6% | +3.2% | -8.6% |
| 6M | -14.3% | -19.8% | +5.5% | -5.6% |
| YTD | +2.8% | +33.2% | -30.5% | -19.2% |
| 1Y | -1.2% | +55.2% | -56.5% | -29.6% |
| 3Y | +135.3% | +70.1% | +65.2% | +36.7% |
| 5Y | +62.6% | +19.5% | +43.0% | +5.9% |
| All | +62.6% | +18.7% | +43.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling