+98.5%
FLEX vs LVS
-18.2%
+116.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.6% |
| 3M | -31.3% | -12.0% | -19.4% | -28.9% |
| 6M | +71.3% | -19.9% | +91.2% | +82.0% |
| YTD | +81.2% | -30.6% | +111.9% | +100.1% |
| 1Y | +98.5% | -17.7% | +116.2% | +106.9% |
| All | +98.5% | -18.2% | +116.7% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling