+2,583.6%
ICE vs LVS
+63.3%
+2,520.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | +3.6% | -0.8% | +4.5% | +3.8% |
| 30D | +15.1% | +10.0% | +5.1% | +12.8% |
| 3M | +15.4% | -11.0% | +26.4% | +17.9% |
| 6M | +16.1% | -20.1% | +36.3% | +21.1% |
| YTD | +11.4% | -36.3% | +47.7% | +20.6% |
| 1Y | +18.5% | -36.8% | +55.3% | +28.4% |
| 3Y | +70.5% | -9.5% | +80.1% | +67.6% |
| 5Y | +40.9% | +9.3% | +31.6% | +27.8% |
| 10Y | +260.6% | -11.0% | +271.5% | +219.3% |
| All | +2,583.6% | +63.3% | +2,520.3% | +2,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling