-48.8%
LITE vs ICE
+11.6%
-60.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.1% | -19.5% |
| 7D | -44.6% | +6.7% | -51.3% | -38.3% |
| 30D | -55.0% | +13.4% | -68.4% | -45.2% |
| 3M | -38.3% | +16.5% | -54.8% | -21.5% |
| 6M | -48.8% | +12.8% | -61.6% | -19.3% |
| All | -48.8% | +11.6% | -60.4% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling