-44.6%
QS vs LSCC
+288.9%
-333.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.5% |
| 7D | -2.3% | +1.3% | -3.6% | -3.1% |
| 30D | -0.7% | -9.7% | +8.9% | +4.8% |
| 3M | -39.6% | -23.7% | -15.9% | -30.2% |
| 6M | -21.7% | +26.5% | -48.2% | -32.3% |
| YTD | -47.4% | +57.5% | -104.9% | -60.3% |
| 1Y | -28.4% | +75.7% | -104.1% | -49.2% |
| 3Y | -22.6% | +19.5% | -42.1% | -38.1% |
| 5Y | -75.6% | +83.8% | -159.4% | -85.4% |
| All | -44.6% | +288.9% | -333.6% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling