+17.1%
CME vs LSCC
+68.2%
-51.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | +0.5% |
| 7D | +0.9% | +13.0% | -12.1% | +2.7% |
| 30D | +13.2% | -19.8% | +33.0% | +10.8% |
| 3M | +16.3% | -18.4% | +34.7% | +14.4% |
| 6M | +7.1% | -16.1% | +23.2% | +6.6% |
| YTD | +15.8% | +42.7% | -26.9% | +20.1% |
| 1Y | +17.1% | +68.0% | -50.9% | +21.7% |
| All | +17.1% | +68.2% | -51.1% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling