+25.0%
FLEX vs LVS
-31.5%
+56.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.8% | -12.8% |
| 7D | -17.0% | +13.4% | -30.4% | -18.3% |
| 30D | -33.8% | +12.2% | -46.0% | -34.7% |
| 3M | -39.0% | -10.7% | -28.3% | -37.3% |
| 6M | -15.9% | -19.8% | +3.9% | -10.4% |
| YTD | +27.8% | -35.8% | +63.6% | +42.7% |
| 1Y | +25.0% | -31.8% | +56.8% | +37.3% |
| All | +25.0% | -31.5% | +56.5% | +37.3% |
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