+9.6%
QXO vs LSCC
+1,351.6%
-1,342.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -0.2% |
| 7D | +9.0% | +7.0% | +2.0% | +7.2% |
| 30D | +22.0% | -2.3% | +24.3% | +21.6% |
| 3M | -15.4% | -12.5% | -2.9% | -13.3% |
| 6M | -26.0% | -10.6% | -15.4% | -25.3% |
| YTD | -34.7% | +52.7% | -87.4% | -42.2% |
| 1Y | -28.0% | +74.0% | -101.9% | -38.2% |
| 3Y | -47.0% | +104.8% | -151.8% | -55.0% |
| 5Y | -64.2% | +36.2% | -100.5% | -69.1% |
| All | +9.6% | +1,351.6% | -1,342.0% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling