+7,451.3%
CME vs LSCC
+1,026.8%
+6,424.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | +1.0% |
| 7D | +3.7% | -4.8% | +8.5% | +4.1% |
| 30D | +13.7% | -27.1% | +40.8% | +18.7% |
| 3M | +16.6% | -23.6% | +40.2% | +20.2% |
| 6M | +8.2% | -19.8% | +28.0% | +8.8% |
| YTD | +16.3% | +33.2% | -16.9% | +5.7% |
| 1Y | +19.1% | +55.2% | -36.1% | +5.0% |
| 3Y | +67.4% | +70.1% | -2.8% | +34.8% |
| 5Y | +71.0% | +19.5% | +51.4% | +38.9% |
| 10Y | +338.9% | +1,164.9% | -826.0% | +90.2% |
| All | +7,451.3% | +1,026.8% | +6,424.5% | +1,958.9% |
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