+57.9%
CME vs LSCC
+20.0%
+37.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.5% |
| 30D | +6.2% | -9.7% | +15.9% | +5.5% |
| 3M | +10.4% | -23.7% | +34.1% | +8.9% |
| 6M | -9.5% | +26.5% | -36.0% | -7.6% |
| YTD | +6.0% | +57.5% | -51.5% | +9.9% |
| 1Y | +9.3% | +75.7% | -66.4% | +14.2% |
| All | +57.9% | +20.0% | +37.9% | +69.3% |
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