+264.8%
ICE vs LSCC
+1,498.6%
-1,233.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.4% | -8.0% | +1.4% |
| 7D | +3.2% | +14.5% | -11.2% | +1.7% |
| 30D | +14.7% | -0.1% | +14.8% | +14.2% |
| 3M | +19.8% | -2.7% | +22.5% | +19.2% |
| 6M | +15.2% | -4.8% | +20.0% | +13.7% |
| YTD | +12.7% | +66.9% | -54.2% | +2.2% |
| 1Y | +20.4% | +85.8% | -65.4% | +7.4% |
| 3Y | +70.8% | +115.6% | -44.8% | +42.0% |
| 5Y | +43.9% | +48.8% | -4.9% | +21.3% |
| 10Y | +264.8% | +1,490.3% | -1,225.5% | +105.5% |
| All | +264.8% | +1,498.6% | -1,233.8% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling