+1,157.1%
ICE vs LDOS
+509.1%
+648.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +6.7% | -3.7% | +10.4% | +8.2% |
| 30D | +13.4% | +16.4% | -3.0% | +6.6% |
| 3M | +16.5% | +7.4% | +9.1% | +12.6% |
| 6M | +12.8% | -0.3% | +13.2% | +11.6% |
| YTD | +8.5% | -24.0% | +32.6% | +18.8% |
| 1Y | +20.6% | -29.6% | +50.2% | +36.0% |
| 3Y | +67.4% | +35.1% | +32.3% | +38.5% |
| 5Y | +36.6% | +52.9% | -16.3% | +4.5% |
| 10Y | +270.4% | +262.2% | +8.2% | +77.3% |
| All | +1,157.1% | +509.1% | +648.1% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling