+299.5%
CME vs LSCC
+1,398.6%
-1,099.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.4% | -8.9% | -0.8% |
| 7D | -0.6% | +19.3% | -19.9% | -1.4% |
| 30D | +8.5% | -9.6% | +18.2% | +8.9% |
| 3M | +16.0% | -12.4% | +28.5% | +16.5% |
| 6M | +9.3% | -10.5% | +19.8% | +9.0% |
| YTD | +15.3% | +54.8% | -39.5% | +9.9% |
| 1Y | +14.4% | +79.4% | -65.0% | +7.7% |
| 3Y | +59.9% | +109.6% | -49.7% | +43.2% |
| 5Y | +69.4% | +40.4% | +29.1% | +53.3% |
| 10Y | +299.5% | +1,379.1% | -1,079.6% | +154.7% |
| All | +299.5% | +1,398.6% | -1,099.1% | +154.7% |
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