+1,402.3%
LITE vs ICE
+261.5%
+1,140.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | -35.9% | +2.0% | -38.0% | -36.5% |
| 30D | -51.5% | +12.9% | -64.4% | -53.8% |
| 3M | -35.7% | +15.4% | -51.2% | -39.6% |
| 6M | -43.0% | +13.1% | -56.1% | -46.4% |
| YTD | +46.1% | +7.5% | +38.7% | +37.9% |
| 1Y | +124.7% | +18.3% | +106.4% | +102.5% |
| 3Y | +1,172.1% | +65.9% | +1,106.2% | +845.2% |
| 5Y | +477.0% | +35.2% | +441.8% | +370.2% |
| All | +1,402.3% | +261.5% | +1,140.9% | +771.9% |
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