+70.5%
ICE vs LVS
-9.1%
+79.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +3.6% | -0.8% | +4.5% | +3.7% |
| 30D | +15.1% | +10.0% | +5.1% | +14.1% |
| 3M | +15.4% | -11.0% | +26.4% | +16.3% |
| 6M | +16.1% | -20.1% | +36.3% | +17.9% |
| YTD | +11.4% | -36.3% | +47.7% | +14.6% |
| 1Y | +18.5% | -36.8% | +55.3% | +22.0% |
| 3Y | +70.5% | -9.5% | +80.1% | +64.4% |
| All | +70.5% | -9.1% | +79.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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