-100.0%
SQQQ vs LSCC
+4,436.3%
-4,536.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | -1.4% |
| 7D | -17.4% | +21.2% | -38.6% | -3.6% |
| 30D | +20.4% | -1.9% | +22.3% | +25.5% |
| 3M | +11.2% | -8.1% | +19.3% | +13.2% |
| 6M | -2.6% | -5.2% | +2.6% | +11.7% |
| YTD | -37.9% | +61.5% | -99.5% | +11.3% |
| 1Y | -36.2% | +81.3% | -117.5% | +25.9% |
| 3Y | -88.4% | +108.7% | -197.1% | -61.6% |
| 5Y | -93.4% | +44.1% | -137.5% | -71.2% |
| 10Y | -100.0% | +1,439.5% | -1,539.5% | -98.8% |
| All | -100.0% | +4,436.3% | -4,536.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling