+2,515.8%
ICE vs LSCC
+2,045.1%
+470.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +1.1% |
| 7D | +6.7% | -4.8% | +11.5% | +7.3% |
| 30D | +13.4% | -27.1% | +40.5% | +19.5% |
| 3M | +16.5% | -23.6% | +40.1% | +21.0% |
| 6M | +12.8% | -19.8% | +32.7% | +13.6% |
| YTD | +8.5% | +33.2% | -24.7% | -3.8% |
| 1Y | +20.6% | +55.2% | -34.6% | +3.0% |
| 3Y | +67.4% | +70.1% | -2.7% | +29.6% |
| 5Y | +36.6% | +19.5% | +17.0% | +7.8% |
| 10Y | +270.4% | +1,164.9% | -894.5% | +40.8% |
| All | +2,515.8% | +2,045.1% | +470.7% | +360.8% |
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