+129.4%
LITE vs ICE
+18.6%
+110.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +11.6% |
| 7D | -12.9% | +1.0% | -13.9% | -12.0% |
| 30D | -46.0% | +11.4% | -57.4% | -39.6% |
| 3M | -33.0% | +16.2% | -49.2% | -22.4% |
| 6M | -34.0% | +12.5% | -46.5% | -19.5% |
| YTD | +61.7% | +8.6% | +53.2% | +93.7% |
| All | +129.4% | +18.6% | +110.8% | +147.1% |
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