+42.5%
ICE vs LEN
-25.9%
+68.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -1.7% |
| 7D | -1.2% | -2.9% | +1.7% | -0.8% |
| 30D | +5.0% | -8.9% | +13.8% | +6.1% |
| 3M | +13.9% | -10.9% | +24.8% | +15.2% |
| 6M | -4.4% | -19.7% | +15.2% | -2.1% |
| YTD | -1.9% | -20.6% | +18.7% | 0.0% |
| 1Y | -8.1% | -42.4% | +34.3% | -1.6% |
| 3Y | +42.5% | -26.5% | +69.0% | +41.7% |
| All | +42.5% | -25.9% | +68.4% | +41.7% |
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