-90.9%
QS vs LSCC
+33.9%
-124.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.5% | +0.3% | -2.0% |
| 7D | -14.0% | +7.0% | -21.0% | -17.9% |
| 30D | -6.4% | -2.3% | -4.1% | -7.6% |
| 3M | -40.3% | -12.5% | -27.7% | -37.7% |
| 6M | -57.5% | -10.6% | -46.9% | -56.6% |
| YTD | -64.7% | +52.7% | -117.4% | -74.7% |
| 1Y | -72.9% | +74.0% | -146.9% | -82.2% |
| 3Y | -33.5% | +104.8% | -138.2% | -66.5% |
| All | -90.9% | +33.9% | -124.9% | -95.1% |
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 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