+541.2%
LITE vs ICE
+39.4%
+501.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -13.9% | +3.2% | -17.1% | -14.0% |
| 30D | -46.9% | +12.9% | -59.8% | -47.4% |
| 3M | -28.0% | +17.5% | -45.6% | -29.3% |
| 6M | -35.2% | +14.0% | -49.2% | -35.4% |
| YTD | +58.9% | +10.0% | +48.9% | +57.8% |
| 1Y | +125.3% | +19.5% | +105.8% | +116.5% |
| 3Y | +1,344.4% | +66.8% | +1,277.7% | +1,080.5% |
| 5Y | +541.2% | +40.3% | +500.8% | +452.3% |
| All | +541.2% | +39.4% | +501.7% | +452.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling