+1,587.5%
LITE vs ICE
+245.5%
+1,342.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -13.9% | +3.2% | -17.1% | -14.8% |
| 30D | -46.9% | +12.9% | -59.8% | -49.3% |
| 3M | -28.0% | +17.5% | -45.6% | -32.7% |
| 6M | -35.2% | +14.0% | -49.2% | -39.1% |
| YTD | +58.9% | +10.0% | +48.9% | +48.8% |
| 1Y | +125.3% | +19.5% | +105.8% | +102.8% |
| 3Y | +1,344.4% | +66.8% | +1,277.7% | +973.7% |
| 5Y | +541.2% | +40.3% | +500.8% | +414.3% |
| 10Y | +1,587.5% | +249.7% | +1,337.8% | +834.2% |
| All | +1,587.5% | +245.5% | +1,342.0% | +834.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling