+163.0%
LITE vs ICE
+17.9%
+145.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.2% |
| 7D | +10.8% | +3.6% | +7.2% | +14.2% |
| 30D | -33.4% | +15.1% | -48.5% | -23.5% |
| 3M | -32.2% | +15.4% | -47.6% | -21.5% |
| 6M | -42.1% | +16.1% | -58.2% | -27.4% |
| YTD | +61.9% | +11.4% | +50.5% | +100.9% |
| 1Y | +163.0% | +18.5% | +144.5% | +203.1% |
| All | +163.0% | +17.9% | +145.1% | +203.1% |
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 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