-100.0%
SQQQ vs LSCC
+1,833.8%
-1,933.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -1.6% |
| 30D | +2.4% | -10.0% | +12.4% | -5.4% |
| 3M | -8.0% | -16.1% | +8.1% | -13.1% |
| 6M | -43.9% | +27.4% | -71.3% | -19.7% |
| YTD | -42.2% | +56.9% | -99.1% | +1.3% |
| 1Y | -51.8% | +74.6% | -126.4% | -3.4% |
| 3Y | -89.7% | +26.0% | -115.7% | -76.2% |
| 5Y | -94.7% | +86.1% | -180.8% | -67.7% |
| 10Y | -100.0% | +1,830.6% | -1,930.6% | -98.4% |
| All | -100.0% | +1,833.8% | -1,933.8% | -98.4% |
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