-25.0%
QXO vs LSCC
+57.8%
-82.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.9% | +7.6% |
| 7D | +16.6% | +3.0% | +13.6% | +14.6% |
| 30D | +6.6% | -19.3% | +25.8% | +17.1% |
| 3M | -17.5% | -22.3% | +4.8% | -8.5% |
| 6M | -33.8% | -14.6% | -19.2% | -33.6% |
| YTD | -34.4% | +45.8% | -80.1% | -56.3% |
| 1Y | -25.0% | +69.6% | -94.6% | -56.0% |
| All | -25.0% | +57.8% | -82.8% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling