+35.5%
ICE vs LSCC
+26.3%
+9.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.4% |
| 7D | +2.0% | +13.0% | -10.9% | +1.3% |
| 30D | +12.9% | -19.8% | +32.7% | +14.2% |
| 3M | +15.4% | -18.4% | +33.8% | +16.5% |
| 6M | +13.1% | -16.1% | +29.2% | +12.8% |
| YTD | +7.5% | +42.7% | -35.3% | +0.9% |
| 1Y | +18.3% | +68.0% | -49.7% | +8.9% |
| 3Y | +65.9% | +85.8% | -19.9% | +44.1% |
| All | +35.5% | +26.3% | +9.2% | +17.3% |
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 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