+2,898.2%
LITE vs ICE
+331.7%
+2,566.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.1% | -18.5% |
| 7D | -44.6% | +6.7% | -51.3% | -45.7% |
| 30D | -55.0% | +13.4% | -68.4% | -56.9% |
| 3M | -38.3% | +16.5% | -54.8% | -41.7% |
| 6M | -48.8% | +12.8% | -61.6% | -51.4% |
| YTD | +38.3% | +8.5% | +29.7% | +31.1% |
| 1Y | +119.0% | +20.6% | +98.4% | +98.7% |
| 3Y | +1,092.0% | +67.4% | +1,024.6% | +822.9% |
| 5Y | +446.1% | +36.6% | +409.5% | +355.7% |
| 10Y | +1,381.7% | +270.4% | +1,111.3% | +851.4% |
| All | +2,898.2% | +331.7% | +2,566.6% | +1,995.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling