+2,006.3%
LLY vs ICE
+258.3%
+1,748.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +19.7% | +11.4% | +8.3% | +15.3% |
| 3M | +19.3% | +16.2% | +3.1% | +13.1% |
| 6M | +49.3% | +12.5% | +36.9% | +42.8% |
| YTD | +32.0% | +8.6% | +23.5% | +27.0% |
| 1Y | +53.7% | +18.4% | +35.4% | +43.0% |
| 3Y | +143.7% | +66.4% | +77.3% | +96.7% |
| 5Y | +463.9% | +37.2% | +426.7% | +385.6% |
| 10Y | +2,006.3% | +244.8% | +1,761.5% | +1,185.2% |
| All | +2,006.3% | +258.3% | +1,748.1% | +1,185.2% |
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