-100.0%
SQQQ vs LSCC
+4,323.7%
-4,423.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | +1.0% |
| 7D | -0.9% | +1.3% | -2.2% | +0.1% |
| 30D | -0.3% | -9.7% | +9.4% | -6.6% |
| 3M | +2.7% | -23.7% | +26.4% | -6.9% |
| 6M | -43.8% | +26.5% | -70.3% | -22.9% |
| YTD | -42.9% | +57.5% | -100.4% | -6.4% |
| 1Y | -53.5% | +75.7% | -129.2% | -14.2% |
| 3Y | -89.4% | +19.5% | -108.9% | -77.8% |
| 5Y | -94.7% | +83.8% | -178.4% | -74.5% |
| 10Y | -100.0% | +1,772.4% | -1,872.3% | -98.8% |
| All | -100.0% | +4,323.7% | -4,423.7% | -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