-27.2%
QS vs LSCC
+81.4%
-108.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +0.9% |
| 7D | +5.4% | +13.0% | -7.5% | -0.4% |
| 30D | -5.3% | -19.8% | +14.5% | +3.5% |
| 3M | -22.6% | -18.4% | -4.2% | -16.7% |
| 6M | -46.2% | -16.1% | -30.1% | -42.7% |
| YTD | -58.9% | +42.7% | -101.7% | -66.2% |
| 1Y | -73.1% | +68.0% | -141.1% | -79.4% |
| 3Y | -27.2% | +85.8% | -113.1% | -54.6% |
| All | -27.2% | +81.4% | -108.6% | -54.6% |
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