+1,031.8%
FLEX vs LDOS
+494.7%
+537.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.9% | -5.4% | +4.5% | +1.6% |
| 30D | -10.1% | +4.9% | -15.0% | -12.4% |
| 3M | -31.3% | +7.2% | -38.5% | -34.4% |
| 6M | +71.3% | -24.2% | +95.5% | +91.0% |
| YTD | +81.2% | -25.8% | +107.1% | +101.6% |
| 1Y | +98.5% | -24.7% | +123.2% | +118.6% |
| 3Y | +428.2% | +39.3% | +389.0% | +306.5% |
| 5Y | +657.3% | +43.3% | +614.0% | +456.8% |
| 10Y | +995.9% | +278.6% | +717.4% | +369.5% |
| All | +1,031.8% | +494.7% | +537.0% | +242.9% |
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