+45.3%
ICE vs LTH
+157.9%
-112.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | +7.6% | -4.6% | +12.2% | +8.1% |
| 3M | +13.9% | +32.8% | -18.9% | +10.4% |
| 6M | -2.4% | +64.6% | -67.0% | -8.1% |
| YTD | +0.3% | +62.6% | -62.4% | -5.6% |
| 1Y | -6.4% | +49.9% | -56.4% | -11.2% |
| All | +45.3% | +157.9% | -112.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling