+536.1%
FLEX vs LDOS
+256.7%
+279.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -28.3% | -3.7% | -24.6% | -27.5% |
| 30D | -45.0% | +16.4% | -61.4% | -48.6% |
| 3M | -45.2% | +7.4% | -52.7% | -47.6% |
| 6M | -30.8% | -0.3% | -30.5% | -32.2% |
| YTD | +10.4% | -24.0% | +34.5% | +19.9% |
| 1Y | +2.3% | -29.6% | +31.8% | +15.2% |
| 3Y | +238.9% | +35.1% | +203.8% | +162.8% |
| 5Y | +386.0% | +52.9% | +333.1% | +240.6% |
| All | +536.1% | +256.7% | +279.5% | +225.4% |
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