+2,573.8%
ICE vs LEN
+100.3%
+2,473.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.5% |
| 7D | +2.2% | -8.7% | +11.0% | +5.0% |
| 30D | +13.7% | +11.6% | +2.1% | +9.7% |
| 3M | +17.9% | -1.3% | +19.2% | +17.5% |
| 6M | +15.0% | -1.4% | +16.4% | +13.8% |
| YTD | +10.9% | -16.9% | +27.8% | +14.3% |
| 1Y | +17.0% | -31.2% | +48.2% | +27.4% |
| 3Y | +68.2% | -25.6% | +93.8% | +72.7% |
| 5Y | +40.4% | -13.3% | +53.7% | +33.1% |
| 10Y | +259.3% | +138.4% | +120.9% | +117.1% |
| All | +2,573.8% | +100.3% | +2,473.5% | +1,053.8% |
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