+143.6%
QQQM vs LSCC
+264.3%
-120.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.4% | -8.1% | -0.7% |
| 7D | -0.2% | +14.5% | -14.7% | -4.2% |
| 30D | -7.5% | -0.1% | -7.4% | -8.2% |
| 3M | -3.8% | -2.7% | -1.2% | -4.4% |
| 6M | -3.0% | -4.8% | +1.8% | -4.2% |
| YTD | +12.8% | +66.9% | -54.1% | -7.1% |
| 1Y | +11.6% | +85.8% | -74.2% | -11.1% |
| 3Y | +85.9% | +115.6% | -29.6% | +30.2% |
| 5Y | +82.7% | +48.8% | +33.9% | +30.6% |
| All | +143.6% | +264.3% | -120.7% | +26.4% |
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