-43.5%
QS vs LSCC
+294.3%
-337.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.3% |
| 7D | +2.2% | +5.2% | -3.0% | -0.6% |
| 30D | -8.1% | -9.6% | +1.6% | -3.0% |
| 3M | -27.0% | -17.8% | -9.2% | -19.3% |
| 6M | -16.4% | +37.4% | -53.9% | -30.8% |
| YTD | -46.4% | +59.7% | -106.0% | -59.8% |
| 1Y | -41.1% | +76.2% | -117.3% | -58.3% |
| 3Y | -18.6% | +28.2% | -46.8% | -37.7% |
| 5Y | -73.0% | +87.2% | -160.3% | -84.0% |
| All | -43.5% | +294.3% | -337.8% | -51.1% |
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