+9,127.5%
QLD vs LSCC
+1,940.5%
+7,187.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.7% |
| 7D | +0.6% | +1.3% | -0.7% | -0.1% |
| 30D | -0.1% | -9.7% | +9.5% | +4.8% |
| 3M | -8.4% | -23.7% | +15.3% | +4.3% |
| 6M | +32.2% | +26.5% | +5.7% | +14.8% |
| YTD | +28.9% | +57.5% | -28.6% | -1.6% |
| 1Y | +43.8% | +75.7% | -31.9% | +2.7% |
| 3Y | +176.6% | +19.5% | +157.1% | +118.9% |
| 5Y | +121.6% | +83.8% | +37.8% | +41.1% |
| 10Y | +1,652.9% | +1,772.4% | -119.5% | +252.5% |
| All | +9,127.5% | +1,940.5% | +7,187.0% | +837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling