+73.1%
CME vs LSCC
+33.9%
+39.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +0.7% |
| 7D | +3.9% | +7.0% | -3.0% | +4.1% |
| 30D | +11.3% | -2.3% | +13.6% | +11.5% |
| 3M | +19.6% | -12.5% | +32.1% | +19.5% |
| 6M | +8.1% | -10.6% | +18.7% | +8.1% |
| YTD | +20.4% | +52.7% | -32.3% | +20.1% |
| 1Y | +16.5% | +74.0% | -57.5% | +16.1% |
| 3Y | +66.4% | +104.8% | -38.3% | +62.9% |
| All | +73.1% | +33.9% | +39.1% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling