-53.3%
LITE vs ICE
+15.9%
-69.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.1% | -19.5% |
| 7D | -44.6% | +6.7% | -51.3% | -36.6% |
| 30D | -55.0% | +13.4% | -68.4% | -41.8% |
| All | -53.3% | +15.9% | -69.2% | -38.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling