+2,263.8%
ICE vs LVS
+76.4%
+2,187.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +5.0% | -3.9% | +8.9% | +5.7% |
| 3M | +13.9% | -12.9% | +26.7% | +17.0% |
| 6M | -4.4% | -16.9% | +12.5% | -1.2% |
| YTD | -1.9% | -31.2% | +29.3% | +4.8% |
| 1Y | -8.1% | -16.4% | +8.3% | -6.2% |
| 3Y | +42.5% | -4.4% | +46.9% | +38.6% |
| 5Y | +40.6% | +6.7% | +34.0% | +27.8% |
| 10Y | +217.1% | +1.4% | +215.7% | +173.4% |
| All | +2,263.8% | +76.4% | +2,187.4% | +1,808.9% |
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