+140.8%
LLY vs ICE
+69.4%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.7% | +3.6% | +3.1% | +5.9% |
| 30D | +19.6% | +15.1% | +4.5% | +16.1% |
| 3M | +19.7% | +15.4% | +4.3% | +16.2% |
| 6M | +42.7% | +16.1% | +26.6% | +38.7% |
| YTD | +35.1% | +11.4% | +23.8% | +32.2% |
| 1Y | +42.2% | +18.5% | +23.7% | +36.3% |
| 3Y | +140.8% | +70.5% | +70.3% | +133.3% |
| All | +140.8% | +69.4% | +71.4% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling