-75.3%
QS vs LSCC
+82.7%
-158.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.7% |
| 7D | -2.3% | +1.3% | -3.6% | -3.1% |
| 30D | -0.7% | -9.7% | +8.9% | +5.4% |
| 3M | -39.6% | -23.7% | -15.9% | -29.2% |
| 6M | -21.7% | +26.5% | -48.2% | -33.8% |
| YTD | -47.4% | +57.5% | -104.9% | -61.9% |
| 1Y | -28.4% | +75.7% | -104.1% | -51.8% |
| 3Y | -22.6% | +19.5% | -42.1% | -39.2% |
| All | -75.3% | +82.7% | -158.0% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling