-69.6%
QXO vs LSCC
+82.7%
-152.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -3.5% |
| 7D | -3.9% | +1.4% | -5.2% | -4.3% |
| 30D | -17.4% | -10.0% | -7.3% | -14.4% |
| 3M | -22.5% | -16.1% | -6.4% | -18.4% |
| 6M | -41.4% | +27.4% | -68.8% | -47.1% |
| YTD | -34.1% | +56.9% | -91.0% | -44.5% |
| 1Y | -40.8% | +74.6% | -115.4% | -52.1% |
| 3Y | -43.9% | +26.0% | -69.9% | -49.7% |
| 5Y | -69.6% | +86.1% | -155.7% | -77.4% |
| All | -69.6% | +82.7% | -152.3% | -77.4% |
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 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