+156.7%
LITE vs ICE
+21.8%
+134.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +12.8% |
| 7D | +3.4% | +3.2% | +0.2% | +6.0% |
| 30D | -34.9% | +14.7% | -49.6% | -25.5% |
| 3M | -21.0% | +19.8% | -40.8% | -6.1% |
| 6M | -38.5% | +15.2% | -53.7% | -22.6% |
| YTD | +75.8% | +12.7% | +63.2% | +117.0% |
| 1Y | +156.7% | +20.4% | +136.3% | +185.5% |
| All | +156.7% | +21.8% | +134.9% | +185.5% |
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