+249.7%
ICE vs LII
+166.2%
+83.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +12.9% | -2.4% | +15.3% | +13.3% |
| 3M | +17.5% | -17.5% | +35.0% | +23.0% |
| 6M | +14.0% | -32.8% | +46.8% | +23.9% |
| YTD | +10.0% | -27.7% | +37.7% | +15.6% |
| 1Y | +19.5% | -28.1% | +47.6% | +25.6% |
| 3Y | +66.8% | -9.7% | +76.4% | +55.3% |
| 5Y | +40.3% | +19.5% | +20.9% | +14.8% |
| 10Y | +249.7% | +170.6% | +79.1% | +128.1% |
| All | +249.7% | +166.2% | +83.5% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling