+268.7%
TQQQ vs LSCC
+27.3%
+241.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.2% |
| 7D | +4.4% | +5.2% | -0.8% | +0.7% |
| 30D | -3.1% | -9.6% | +6.5% | +3.7% |
| 3M | -5.2% | -17.8% | +12.6% | +9.0% |
| 6M | +52.4% | +37.4% | +15.0% | +23.2% |
| YTD | +37.4% | +59.7% | -22.3% | -2.4% |
| 1Y | +56.0% | +76.2% | -20.3% | +2.6% |
| 3Y | +268.7% | +28.2% | +240.5% | +161.1% |
| All | +268.7% | +27.3% | +241.4% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling