+195.0%
TQQQ vs LSCC
+99.6%
+95.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | +0.3% |
| 7D | +10.4% | +7.0% | +3.4% | +5.0% |
| 30D | -22.2% | -2.3% | -19.9% | -20.9% |
| 3M | -25.1% | -12.5% | -12.6% | -18.3% |
| 6M | -25.0% | -10.6% | -14.4% | -18.8% |
| YTD | +10.1% | +52.7% | -42.6% | -21.4% |
| 1Y | +11.0% | +74.0% | -62.9% | -28.2% |
| 3Y | +195.0% | +104.8% | +90.2% | +58.7% |
| All | +195.0% | +99.6% | +95.3% | +58.7% |
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