+2,316.3%
ICE vs LEN
+99.0%
+2,217.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -0.7% | -3.2% | +2.5% | +0.3% |
| 30D | +7.6% | -4.9% | +12.5% | +9.1% |
| 3M | +13.9% | -8.5% | +22.4% | +16.3% |
| 6M | -2.4% | -20.7% | +18.3% | +3.5% |
| YTD | +0.3% | -17.4% | +17.7% | +4.3% |
| 1Y | -6.4% | -38.2% | +31.8% | +5.9% |
| 3Y | +43.1% | -24.9% | +68.0% | +47.1% |
| 5Y | +42.1% | -11.4% | +53.6% | +34.5% |
| 10Y | +220.9% | +110.0% | +110.9% | +103.6% |
| All | +2,316.3% | +99.0% | +2,217.2% | +952.0% |
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