+72.5%
ICE vs LEN
-23.4%
+96.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +3.2% | -6.4% | +9.6% | +4.0% |
| 30D | +14.7% | +15.6% | -0.9% | +12.8% |
| 3M | +19.8% | -0.8% | +20.5% | +19.6% |
| 6M | +15.2% | +0.4% | +14.9% | +14.6% |
| YTD | +12.7% | -14.1% | +26.8% | +13.4% |
| 1Y | +20.4% | -29.6% | +50.0% | +24.8% |
| All | +72.5% | -23.4% | +96.0% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling