+2,053.0%
LLY vs ICE
+258.3%
+1,794.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +4.6% | +2.2% | +2.4% | +3.8% |
| 30D | +22.4% | +13.7% | +8.6% | +17.0% |
| 3M | +17.1% | +17.9% | -0.8% | +10.5% |
| 6M | +44.6% | +15.0% | +29.7% | +37.2% |
| YTD | +33.5% | +10.9% | +22.5% | +27.4% |
| 1Y | +41.1% | +17.0% | +24.1% | +31.9% |
| 3Y | +143.8% | +68.2% | +75.6% | +96.1% |
| 5Y | +473.4% | +40.4% | +432.9% | +389.8% |
| All | +2,053.0% | +258.3% | +1,794.7% | +1,185.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling