+466.6%
FLEX vs LDOS
+54.3%
+412.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -13.6% | +1.9% | -15.5% | -13.9% |
| 30D | -36.5% | +12.8% | -49.3% | -37.8% |
| 3M | -36.4% | -1.0% | -35.4% | -36.5% |
| 6M | -46.5% | +6.2% | -52.7% | -47.0% |
| YTD | +25.9% | -23.2% | +49.2% | +33.9% |
| 1Y | +19.6% | -29.5% | +49.0% | +30.4% |
| 3Y | +287.0% | +37.1% | +250.0% | +234.0% |
| 5Y | +466.6% | +55.6% | +411.0% | +377.7% |
| All | +466.6% | +54.3% | +412.3% | +377.7% |
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