-53.8%
QS vs LSCC
+282.2%
-336.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.7% | +2.3% |
| 7D | +13.7% | +19.3% | -5.6% | +3.2% |
| 30D | -0.2% | -9.6% | +9.4% | +3.7% |
| 3M | -24.8% | -12.4% | -12.4% | -21.4% |
| 6M | -39.4% | -10.5% | -28.9% | -37.7% |
| YTD | -56.1% | +54.8% | -110.9% | -67.4% |
| 1Y | -72.5% | +79.4% | -151.9% | -81.2% |
| 3Y | -16.3% | +109.6% | -125.9% | -53.6% |
| 5Y | -87.6% | +40.4% | -127.9% | -92.3% |
| All | -53.8% | +282.2% | -336.0% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling