+34.3%
QXO vs LSCC
+1,847.8%
-1,813.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -21.0% | -9.5% | -11.5% | -19.1% |
| 3M | -18.4% | -13.8% | -4.6% | -15.9% |
| 6M | -43.0% | +24.5% | -67.5% | -46.4% |
| YTD | -36.3% | +55.1% | -91.4% | -43.0% |
| 1Y | -42.8% | +72.5% | -115.3% | -50.2% |
| 3Y | -45.8% | +24.5% | -70.3% | -49.5% |
| 5Y | -70.8% | +81.8% | -152.6% | -75.3% |
| All | +34.3% | +1,847.8% | -1,813.5% | +0.4% |
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