+63.2%
CME vs LSCC
+81.4%
-18.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | +0.2% |
| 7D | +0.9% | +13.0% | -12.1% | +2.1% |
| 30D | +13.2% | -19.8% | +33.0% | +11.6% |
| 3M | +16.3% | -18.4% | +34.7% | +15.0% |
| 6M | +7.1% | -16.1% | +23.2% | +6.8% |
| YTD | +15.8% | +42.7% | -26.9% | +19.8% |
| 1Y | +17.1% | +68.0% | -50.9% | +22.3% |
| 3Y | +63.2% | +85.8% | -22.7% | +79.1% |
| All | +63.2% | +81.4% | -18.2% | +79.1% |
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 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