+124.7%
LITE vs ICE
+19.8%
+105.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +4.7% |
| 7D | -35.9% | +2.0% | -38.0% | -34.3% |
| 30D | -51.5% | +12.9% | -64.4% | -45.3% |
| 3M | -35.7% | +15.4% | -51.2% | -26.1% |
| 6M | -43.0% | +13.1% | -56.1% | -30.6% |
| YTD | +46.1% | +7.5% | +38.7% | +73.7% |
| 1Y | +124.7% | +18.3% | +106.4% | +136.8% |
| All | +124.7% | +19.8% | +105.0% | +136.8% |
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