+35.8%
ICE vs LTH
+160.9%
-125.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 6M | -2.4% | +64.6% | -67.0% | -8.5% |
| YTD | +0.3% | +62.6% | -62.4% | -6.0% |
| 1Y | -6.4% | +49.9% | -56.4% | -11.5% |
| 3Y | +43.1% | +151.3% | -108.2% | +25.2% |
| All | +35.8% | +160.9% | -125.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling