+565.2%
FLEX vs LDOS
+248.5%
+316.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.4% |
| 7D | -19.3% | -7.2% | -12.1% | -17.3% |
| 30D | -41.5% | +16.8% | -58.4% | -45.4% |
| 3M | -43.1% | -1.6% | -41.5% | -43.6% |
| 6M | -48.2% | -1.0% | -47.2% | -49.1% |
| YTD | +15.5% | -25.8% | +41.3% | +26.4% |
| 1Y | +10.2% | -31.1% | +41.3% | +25.0% |
| 3Y | +256.8% | +32.8% | +224.0% | +178.0% |
| 5Y | +408.2% | +49.4% | +358.8% | +259.0% |
| All | +565.2% | +248.5% | +316.7% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling