+269.1%
ICE vs LDOS
+235.3%
+33.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.2% |
| 7D | +3.2% | -1.3% | +4.6% | +3.6% |
| 30D | +14.7% | +10.1% | +4.6% | +11.2% |
| 3M | +19.8% | -4.7% | +24.5% | +21.1% |
| 6M | +15.2% | +5.6% | +9.7% | +12.2% |
| YTD | +12.7% | -25.1% | +37.7% | +21.6% |
| 1Y | +20.4% | -31.7% | +52.1% | +33.8% |
| 3Y | +70.8% | +33.7% | +37.1% | +46.5% |
| 5Y | +43.9% | +54.4% | -10.4% | +15.1% |
| All | +269.1% | +235.3% | +33.8% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling