+40.9%
ICE vs LII
+17.0%
+23.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.0% |
| 30D | +15.1% | +0.9% | +14.2% | +14.7% |
| 3M | +15.4% | -15.5% | +30.9% | +19.0% |
| 6M | +16.1% | -30.2% | +46.3% | +22.9% |
| YTD | +11.4% | -26.8% | +38.2% | +15.1% |
| 1Y | +18.5% | -25.3% | +43.7% | +21.6% |
| 3Y | +70.5% | -7.8% | +78.3% | +53.7% |
| All | +40.9% | +17.0% | +23.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling