+386.0%
FLEX vs LDOS
+52.0%
+334.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -28.3% | -3.7% | -24.6% | -28.0% |
| 30D | -45.0% | +16.4% | -61.4% | -46.4% |
| 3M | -45.2% | +7.4% | -52.7% | -46.1% |
| 6M | -30.8% | -0.3% | -30.5% | -30.6% |
| YTD | +10.4% | -24.0% | +34.5% | +17.6% |
| 1Y | +2.3% | -29.6% | +31.8% | +11.3% |
| 3Y | +238.9% | +35.1% | +203.8% | +193.4% |
| 5Y | +386.0% | +52.9% | +333.1% | +312.9% |
| All | +386.0% | +52.0% | +334.0% | +312.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling