+41.7%
ICE vs LVS
+8.6%
+33.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | +4.0% | -6.2% | +10.3% | +4.7% |
| 3M | +13.7% | -14.8% | +28.5% | +15.5% |
| 6M | +0.9% | -20.9% | +21.8% | +3.2% |
| YTD | -2.1% | -33.0% | +30.9% | +1.5% |
| 1Y | -9.5% | -20.0% | +10.5% | -8.2% |
| 3Y | +42.1% | -6.9% | +49.0% | +39.4% |
| All | +41.7% | +8.6% | +33.1% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling