+1,670.7%
LITE vs ICE
+258.7%
+1,411.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.9% |
| 7D | +3.4% | +3.2% | +0.2% | +2.5% |
| 30D | -34.9% | +14.7% | -49.6% | -38.1% |
| 3M | -21.0% | +19.8% | -40.8% | -26.6% |
| 6M | -38.5% | +15.2% | -53.7% | -42.3% |
| YTD | +75.8% | +12.7% | +63.2% | +63.5% |
| 1Y | +156.7% | +20.4% | +136.3% | +131.3% |
| 3Y | +1,498.6% | +70.8% | +1,427.8% | +1,077.9% |
| 5Y | +610.9% | +43.9% | +567.0% | +465.1% |
| 10Y | +1,670.7% | +264.8% | +1,405.9% | +854.1% |
| All | +1,670.7% | +258.7% | +1,411.9% | +854.1% |
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