+7,256.1%
QLD vs LSCC
+1,625.9%
+5,630.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.6% | -4.1% | -8.4% |
| 7D | -18.6% | -4.8% | -13.7% | -16.6% |
| 30D | -28.3% | -27.1% | -1.2% | -16.2% |
| 3M | -20.4% | -23.6% | +3.2% | -10.0% |
| 6M | -14.3% | -19.8% | +5.5% | -6.3% |
| YTD | +2.8% | +33.2% | -30.5% | -15.5% |
| 1Y | -1.2% | +55.2% | -56.5% | -25.1% |
| 3Y | +135.3% | +70.1% | +65.2% | +56.2% |
| 5Y | +62.6% | +19.5% | +43.0% | +26.5% |
| 10Y | +1,384.3% | +1,164.9% | +219.4% | +261.3% |
| All | +7,256.1% | +1,625.9% | +5,630.3% | +704.9% |
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 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