+305.8%
CME vs LSCC
+1,498.6%
-1,192.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.4% | -8.2% | +1.7% |
| 7D | +2.5% | +14.5% | -12.0% | +1.8% |
| 30D | +13.9% | -0.1% | +14.0% | +13.8% |
| 3M | +22.4% | -2.7% | +25.0% | +22.2% |
| 6M | +12.9% | -4.8% | +17.7% | +12.2% |
| YTD | +19.6% | +66.9% | -47.2% | +13.6% |
| 1Y | +17.7% | +85.8% | -68.2% | +10.8% |
| 3Y | +65.3% | +115.6% | -50.3% | +48.3% |
| 5Y | +75.1% | +48.8% | +26.3% | +58.2% |
| 10Y | +305.8% | +1,490.3% | -1,184.5% | +159.1% |
| All | +305.8% | +1,498.6% | -1,192.8% | +159.1% |
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 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