+66.8%
ICE vs LSCC
+101.3%
-34.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.3% |
| 7D | +3.2% | +5.0% | -1.9% | +3.2% |
| 30D | +12.9% | -11.7% | +24.7% | +13.1% |
| 3M | +17.5% | -13.3% | +30.8% | +17.7% |
| 6M | +14.0% | -12.5% | +26.5% | +13.7% |
| YTD | +10.0% | +51.2% | -41.2% | +7.0% |
| 1Y | +19.5% | +65.9% | -46.4% | +15.6% |
| 3Y | +66.8% | +95.3% | -28.6% | +52.3% |
| All | +66.8% | +101.3% | -34.6% | +52.3% |
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