+490.8%
LITE vs ICE
+34.9%
+456.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.7% |
| 7D | -35.9% | +2.0% | -38.0% | -36.0% |
| 30D | -51.5% | +12.9% | -64.4% | -52.0% |
| 3M | -35.7% | +15.4% | -51.2% | -36.8% |
| 6M | -43.0% | +13.1% | -56.1% | -43.4% |
| YTD | +46.1% | +7.5% | +38.7% | +45.2% |
| 1Y | +124.7% | +18.3% | +106.4% | +114.9% |
| 3Y | +1,172.1% | +65.9% | +1,106.2% | +932.1% |
| All | +490.8% | +34.9% | +456.0% | +413.6% |
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