+1,086.7%
FLEX vs LVS
+0.3%
+1,086.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +6.4% | -2.7% | +9.1% | +7.6% |
| 30D | -5.9% | -4.7% | -1.2% | -4.2% |
| 3M | -23.5% | -15.6% | -7.9% | -18.4% |
| 6M | +83.7% | -18.6% | +102.4% | +98.5% |
| YTD | +86.5% | -32.3% | +118.8% | +117.0% |
| 1Y | +100.5% | -18.0% | +118.5% | +112.5% |
| 3Y | +469.8% | -5.8% | +475.7% | +444.8% |
| 5Y | +725.7% | +5.7% | +719.9% | +580.0% |
| 10Y | +1,086.7% | 0.0% | +1,086.7% | +921.2% |
| All | +1,086.7% | +0.3% | +1,086.4% | +921.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling