+6,781.2%
CME vs LSCC
+1,232.2%
+5,549.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +6.2% | -9.7% | +15.9% | +7.8% |
| 3M | +10.4% | -23.7% | +34.1% | +13.7% |
| 6M | -9.5% | +26.5% | -36.0% | -15.4% |
| YTD | +6.0% | +57.5% | -51.5% | -5.2% |
| 1Y | +9.3% | +75.7% | -66.4% | -4.9% |
| 3Y | +57.7% | +19.5% | +38.2% | +37.9% |
| 5Y | +77.7% | +83.8% | -6.1% | +33.8% |
| 10Y | +281.2% | +1,772.4% | -1,491.1% | +53.2% |
| All | +6,781.2% | +1,232.2% | +5,549.0% | +1,746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling