+2,489.8%
ICE vs LII
+1,481.5%
+1,008.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | +12.9% | -4.6% | +17.5% | +14.6% |
| 3M | +15.4% | -21.2% | +36.6% | +26.6% |
| 6M | +13.1% | -36.4% | +49.5% | +32.3% |
| YTD | +7.5% | -28.9% | +36.4% | +17.4% |
| 1Y | +18.3% | -29.5% | +47.9% | +29.6% |
| 3Y | +65.9% | -8.6% | +74.5% | +51.8% |
| 5Y | +35.2% | +20.2% | +15.0% | +4.5% |
| 10Y | +266.7% | +166.2% | +100.5% | +74.3% |
| All | +2,489.8% | +1,481.5% | +1,008.3% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling