+2,583.6%
ICE vs LEN
+100.4%
+2,483.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +3.6% | -5.8% | +9.4% | +5.4% |
| 30D | +15.1% | +13.7% | +1.4% | +10.4% |
| 3M | +15.4% | -3.9% | +19.2% | +15.9% |
| 6M | +16.1% | -0.4% | +16.5% | +14.6% |
| YTD | +11.4% | -16.8% | +28.2% | +14.8% |
| 1Y | +18.5% | -29.5% | +48.0% | +28.1% |
| 3Y | +70.5% | -25.6% | +96.1% | +75.1% |
| 5Y | +40.9% | -13.2% | +54.2% | +33.6% |
| 10Y | +260.6% | +138.5% | +122.1% | +117.9% |
| All | +2,583.6% | +100.4% | +2,483.2% | +1,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling