+2,316.3%
ICE vs LII
+1,699.2%
+617.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | +7.6% | -12.6% | +20.2% | +13.6% |
| 3M | +13.9% | -24.4% | +38.4% | +24.9% |
| 6M | -2.4% | -28.7% | +26.4% | +8.3% |
| YTD | +0.3% | -19.1% | +19.4% | +4.4% |
| 1Y | -6.4% | -29.7% | +23.3% | +2.8% |
| 3Y | +43.1% | +4.8% | +38.3% | +23.9% |
| 5Y | +42.1% | +24.6% | +17.6% | +9.4% |
| 10Y | +220.9% | +169.2% | +51.7% | +54.5% |
| All | +2,316.3% | +1,699.2% | +617.0% | +254.4% |
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