+96.6%
QQQM vs LSCC
+27.3%
+69.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.5% | +5.2% | -3.7% | +0.3% |
| 30D | -0.7% | -9.6% | +9.0% | +1.6% |
| 3M | +0.4% | -17.8% | +18.2% | +4.3% |
| 6M | +20.1% | +37.4% | -17.4% | +10.1% |
| YTD | +17.2% | +59.7% | -42.4% | +3.0% |
| 1Y | +24.7% | +76.2% | -51.5% | +6.5% |
| 3Y | +96.6% | +28.2% | +68.4% | +66.2% |
| All | +96.6% | +27.3% | +69.3% | +66.2% |
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