+1,172.1%
LITE vs ICE
+65.6%
+1,106.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.3% |
| 7D | -35.9% | +2.0% | -38.0% | -35.4% |
| 30D | -51.5% | +12.9% | -64.4% | -49.5% |
| 3M | -35.7% | +15.4% | -51.2% | -32.9% |
| 6M | -43.0% | +13.1% | -56.1% | -38.8% |
| YTD | +46.1% | +7.5% | +38.7% | +55.6% |
| 1Y | +124.7% | +18.3% | +106.4% | +132.2% |
| 3Y | +1,172.1% | +65.9% | +1,106.2% | +955.5% |
| All | +1,172.1% | +65.6% | +1,106.5% | +955.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling