+50.7%
LLY vs ICE
-8.7%
+59.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -8.6% | +4.0% | -12.6% | -8.5% |
| 3M | -1.6% | +11.0% | -12.6% | -1.4% |
| 6M | +11.8% | -5.0% | +16.8% | +12.0% |
| YTD | +5.1% | -2.7% | +7.8% | +7.2% |
| 1Y | +50.7% | -8.6% | +59.3% | +46.0% |
| All | +50.7% | -8.7% | +59.5% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling