+259.6%
ICE vs LII
+162.0%
+97.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +12.9% | -4.6% | +17.5% | +14.0% |
| 3M | +15.4% | -21.2% | +36.6% | +22.2% |
| 6M | +13.1% | -36.4% | +49.5% | +24.7% |
| YTD | +7.5% | -28.9% | +36.4% | +13.4% |
| 1Y | +18.3% | -29.5% | +47.9% | +25.0% |
| 3Y | +65.9% | -8.6% | +74.5% | +53.6% |
| 5Y | +35.2% | +20.2% | +15.0% | +10.2% |
| All | +259.6% | +162.0% | +97.6% | +140.3% |
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