+698.3%
FLEX vs LDOS
+508.5%
+189.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.7% | -13.0% | -12.6% |
| 7D | -17.0% | -2.8% | -14.2% | -16.2% |
| 30D | -33.8% | +13.6% | -47.4% | -38.2% |
| 3M | -39.0% | +4.2% | -43.3% | -41.2% |
| 6M | -15.9% | -8.2% | -7.7% | -15.4% |
| YTD | +27.8% | -24.1% | +51.9% | +38.7% |
| 1Y | +25.0% | -31.2% | +56.2% | +42.4% |
| 3Y | +292.3% | +35.0% | +257.3% | +203.9% |
| 5Y | +472.6% | +52.6% | +420.0% | +302.6% |
| 10Y | +653.7% | +261.9% | +391.8% | +227.6% |
| All | +698.3% | +508.5% | +189.8% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling