+1,560.7%
LLY vs ICE
+217.4%
+1,343.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.2% | -5.3% | +2.2% | -1.3% |
| 30D | -7.4% | +3.0% | -10.5% | -8.5% |
| 3M | -1.0% | +11.4% | -12.5% | -5.1% |
| 6M | +12.5% | -2.0% | +14.5% | +12.7% |
| YTD | +5.0% | -3.1% | +8.1% | +5.1% |
| 1Y | +49.8% | -8.4% | +58.1% | +52.8% |
| 3Y | +95.5% | +40.7% | +54.7% | +67.4% |
| 5Y | +390.7% | +40.0% | +350.7% | +314.5% |
| All | +1,560.7% | +217.4% | +1,343.3% | +931.5% |
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