+146.1%
LITE vs ICE
+18.5%
+127.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.9% |
| 7D | +22.6% | +2.2% | +20.3% | +24.7% |
| 30D | -36.8% | +13.7% | -50.5% | -28.2% |
| 3M | -33.0% | +17.9% | -50.9% | -21.4% |
| 6M | -37.1% | +15.0% | -52.0% | -21.7% |
| YTD | +69.5% | +10.9% | +58.5% | +106.6% |
| 1Y | +146.1% | +17.0% | +129.1% | +175.9% |
| All | +146.1% | +18.5% | +127.6% | +175.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling