+80.7%
QQQ vs LSCC
+81.4%
-0.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | -0.3% |
| 7D | -5.0% | +13.0% | -17.9% | -7.9% |
| 30D | -13.4% | -19.8% | +6.4% | -9.1% |
| 3M | -8.1% | -18.4% | +10.3% | -4.4% |
| 6M | -5.5% | -16.1% | +10.6% | -3.2% |
| YTD | +7.2% | +42.7% | -35.6% | -4.7% |
| 1Y | +7.8% | +68.0% | -60.2% | -8.2% |
| 3Y | +80.7% | +85.8% | -5.1% | +40.8% |
| All | +80.7% | +81.4% | -0.6% | +40.8% |
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