+2,551.3%
ICE vs LSCC
+2,334.4%
+216.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.8% |
| 7D | +3.2% | +5.0% | -1.9% | +2.0% |
| 30D | +12.9% | -11.7% | +24.7% | +14.6% |
| 3M | +17.5% | -13.3% | +30.8% | +18.9% |
| 6M | +14.0% | -12.5% | +26.5% | +12.8% |
| YTD | +10.0% | +51.2% | -41.2% | -5.0% |
| 1Y | +19.5% | +65.9% | -46.4% | +0.9% |
| 3Y | +66.8% | +95.3% | -28.6% | +25.5% |
| 5Y | +40.3% | +38.6% | +1.7% | +7.3% |
| 10Y | +249.7% | +1,352.3% | -1,102.6% | +29.1% |
| All | +2,551.3% | +2,334.4% | +216.9% | +355.1% |
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