+901.5%
LITE vs ICE
+42.3%
+859.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.3% |
| 7D | -1.5% | -0.7% | -0.9% | -1.5% |
| 30D | +6.7% | +7.6% | -1.0% | +5.3% |
| 3M | -6.8% | +13.9% | -20.7% | -9.1% |
| 6M | +29.4% | -2.4% | +31.8% | +31.7% |
| YTD | +139.1% | +0.3% | +138.8% | +138.7% |
| 1Y | +521.0% | -6.4% | +527.4% | +536.8% |
| 3Y | +1,535.3% | +43.1% | +1,492.2% | +1,283.0% |
| All | +901.5% | +42.3% | +859.3% | +714.7% |
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