+1,563.7%
LITE vs ICE
+44.6%
+1,519.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +3.7% |
| 7D | -1.5% | -0.7% | -0.9% | -1.6% |
| 30D | +6.7% | +7.6% | -1.0% | +7.7% |
| 3M | -6.8% | +13.9% | -20.7% | -4.4% |
| 6M | +29.4% | -2.4% | +31.8% | +35.4% |
| YTD | +139.1% | +0.3% | +138.8% | +146.1% |
| 1Y | +521.0% | -6.4% | +527.4% | +557.3% |
| All | +1,563.7% | +44.6% | +1,519.1% | +1,330.8% |
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 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