+20.6%
ICE vs LEN
-21.9%
+42.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +1.8% |
| 7D | +12.2% | +10.5% | +1.7% | +11.4% |
| 30D | +15.0% | +24.6% | -9.7% | +13.5% |
| 3M | +17.6% | +6.6% | +11.0% | +16.6% |
| 6M | +12.6% | +10.6% | +2.0% | +11.5% |
| YTD | +9.1% | -8.3% | +17.4% | +6.8% |
| 1Y | +20.6% | -22.5% | +43.1% | +20.6% |
| All | +20.6% | -21.9% | +42.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling