+626.9%
FLEX vs LVS
-13.0%
+639.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.3% |
| 7D | -13.6% | +6.7% | -20.3% | -16.5% |
| 30D | -36.5% | +13.8% | -50.3% | -40.4% |
| 3M | -36.4% | -9.5% | -27.0% | -34.4% |
| 6M | -46.5% | -22.0% | -24.5% | -41.6% |
| YTD | +25.9% | -35.7% | +61.6% | +48.7% |
| 1Y | +19.6% | -36.7% | +56.2% | +42.0% |
| 3Y | +287.0% | -8.8% | +295.9% | +273.0% |
| 5Y | +466.6% | +9.5% | +457.1% | +355.6% |
| 10Y | +626.9% | -10.9% | +637.9% | +544.5% |
| All | +626.9% | -13.0% | +639.9% | +544.5% |
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