+2,259.5%
LITE vs ICE
+223.5%
+2,036.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.7% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | +6.7% | +7.6% | -1.0% | +3.5% |
| 3M | -6.8% | +13.9% | -20.7% | -12.5% |
| 6M | +29.4% | -2.4% | +31.8% | +29.2% |
| YTD | +139.1% | +0.3% | +138.8% | +132.9% |
| 1Y | +521.0% | -6.4% | +527.4% | +523.7% |
| 3Y | +1,535.3% | +43.1% | +1,492.2% | +1,208.0% |
| 5Y | +889.8% | +42.1% | +847.7% | +679.7% |
| All | +2,259.5% | +223.5% | +2,036.0% | +1,420.0% |
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