+328.9%
CME vs LSCC
+1,244.7%
-915.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -0.8% |
| 7D | +0.9% | +13.0% | -12.1% | +0.3% |
| 30D | +13.2% | -19.8% | +33.0% | +14.2% |
| 3M | +16.3% | -18.4% | +34.7% | +17.1% |
| 6M | +7.1% | -16.1% | +23.2% | +7.0% |
| YTD | +15.8% | +42.7% | -26.9% | +10.9% |
| 1Y | +17.1% | +68.0% | -50.9% | +10.6% |
| 3Y | +63.2% | +85.8% | -22.7% | +47.4% |
| 5Y | +70.2% | +28.0% | +42.2% | +54.8% |
| All | +328.9% | +1,244.7% | -915.8% | +172.7% |
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 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