+210.5%
ICE vs LEN
+103.6%
+106.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -5.3% | -7.8% | +2.4% | -3.7% |
| 30D | +3.0% | -11.0% | +14.0% | +5.6% |
| 3M | +11.4% | -12.8% | +24.2% | +14.3% |
| 6M | -2.0% | -20.2% | +18.2% | +2.0% |
| YTD | -3.1% | -23.0% | +19.9% | +1.2% |
| 1Y | -8.4% | -41.8% | +33.4% | +1.7% |
| 3Y | +40.7% | -28.8% | +69.5% | +45.2% |
| 5Y | +40.0% | -12.6% | +52.6% | +33.9% |
| All | +210.5% | +103.6% | +106.9% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling