+96.6%
QQQ vs LSCC
+24.1%
+72.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +0.4% | +1.3% | -1.0% | 0.0% |
| 30D | +0.2% | -9.7% | +9.9% | +2.5% |
| 3M | -2.8% | -23.7% | +20.9% | +2.6% |
| 6M | +18.0% | +26.5% | -8.5% | +10.2% |
| YTD | +17.3% | +57.5% | -40.2% | +3.4% |
| 1Y | +25.6% | +75.7% | -50.1% | +7.2% |
| All | +96.6% | +24.1% | +72.5% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling