+20.6%
ICE vs LDOS
-27.6%
+48.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +12.2% | -2.8% | +15.0% | +13.0% |
| 30D | +15.0% | +13.6% | +1.4% | +10.9% |
| 3M | +17.6% | +4.2% | +13.4% | +15.8% |
| 6M | +12.6% | -8.2% | +20.8% | +14.3% |
| YTD | +9.1% | -24.1% | +33.2% | +18.6% |
| 1Y | +20.6% | -31.2% | +51.8% | +37.7% |
| All | +20.6% | -27.6% | +48.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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