+2,316.3%
ICE vs LSCC
+2,436.1%
-119.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.4% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | +7.6% | -9.7% | +17.3% | +9.6% |
| 3M | +13.9% | -23.7% | +37.6% | +18.2% |
| 6M | -2.4% | +26.5% | -28.8% | -10.1% |
| YTD | +0.3% | +57.5% | -57.3% | -12.9% |
| 1Y | -6.4% | +75.7% | -82.1% | -21.3% |
| 3Y | +43.1% | +19.5% | +23.6% | +22.1% |
| 5Y | +42.1% | +83.8% | -41.7% | +2.6% |
| 10Y | +220.9% | +1,772.4% | -1,551.4% | +11.3% |
| All | +2,316.3% | +2,436.1% | -119.9% | +317.3% |
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 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