+104.7%
LLY vs ICE
+47.5%
+57.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -1.6% | +7.6% | -9.2% | -3.0% |
| 3M | +2.3% | +13.9% | -11.6% | -0.2% |
| 6M | +14.9% | -2.4% | +17.2% | +15.8% |
| YTD | +7.5% | +0.3% | +7.2% | +7.5% |
| 1Y | +55.7% | -6.4% | +62.1% | +59.3% |
| All | +104.7% | +47.5% | +57.1% | +97.9% |
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