+256.8%
FLEX vs LDOS
+32.3%
+224.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.6% |
| 7D | -19.3% | -7.2% | -12.1% | -19.2% |
| 30D | -41.5% | +16.8% | -58.4% | -42.2% |
| 3M | -43.1% | -1.6% | -41.5% | -43.1% |
| 6M | -48.2% | -1.0% | -47.2% | -47.5% |
| YTD | +15.5% | -25.8% | +41.3% | +22.9% |
| 1Y | +10.2% | -31.1% | +41.3% | +19.5% |
| 3Y | +256.8% | +32.8% | +224.0% | +236.8% |
| All | +256.8% | +32.3% | +224.5% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling