+40.9%
ICE vs LDOS
+48.3%
-7.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | +15.1% | +8.2% | +6.8% | +12.9% |
| 3M | +15.4% | -8.2% | +23.5% | +17.4% |
| 6M | +16.1% | +5.8% | +10.3% | +13.6% |
| YTD | +11.4% | -27.0% | +38.3% | +18.5% |
| 1Y | +18.5% | -31.0% | +49.4% | +27.7% |
| 3Y | +70.5% | +29.3% | +41.3% | +51.2% |
| All | +40.9% | +48.3% | -7.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling