-60.8%
QXO vs LSCC
+47.5%
-108.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | -3.1% |
| 7D | +9.1% | +14.5% | -5.4% | +4.0% |
| 30D | +29.8% | -0.1% | +29.9% | +28.3% |
| 3M | -11.2% | -2.7% | -8.5% | -11.9% |
| 6M | -25.1% | -4.8% | -20.3% | -26.2% |
| YTD | -28.4% | +66.9% | -95.3% | -41.9% |
| 1Y | -27.4% | +85.8% | -113.2% | -43.1% |
| 3Y | -42.6% | +115.6% | -158.2% | -55.8% |
| All | -60.8% | +47.5% | -108.3% | -66.5% |
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