-33.5%
QS vs LSCC
+99.6%
-133.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.5% | +0.3% | -2.7% |
| 7D | -14.0% | +7.0% | -21.0% | -17.0% |
| 30D | -6.4% | -2.3% | -4.1% | -7.1% |
| 3M | -40.3% | -12.5% | -27.7% | -38.0% |
| 6M | -57.5% | -10.6% | -46.9% | -56.3% |
| YTD | -64.7% | +52.7% | -117.4% | -71.9% |
| 1Y | -72.9% | +74.0% | -146.9% | -79.7% |
| 3Y | -33.5% | +104.8% | -138.2% | -61.8% |
| All | -33.5% | +99.6% | -133.1% | -61.8% |
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