+442.4%
FLEX vs LDOS
+39.7%
+402.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -0.9% | -5.4% | +4.5% | -0.3% |
| 30D | -10.1% | +4.9% | -15.0% | -10.7% |
| 3M | -31.3% | +7.2% | -38.5% | -31.2% |
| 6M | +71.3% | -24.2% | +95.5% | +82.5% |
| YTD | +81.2% | -25.8% | +107.1% | +92.9% |
| 1Y | +98.5% | -24.7% | +123.2% | +110.2% |
| All | +442.4% | +39.7% | +402.7% | +395.2% |
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