+726.2%
FLEX vs LVS
+4.5%
+721.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.7% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | -5.8% | -3.9% | -1.9% | -4.8% |
| 3M | -24.2% | -12.9% | -11.4% | -21.3% |
| 6M | +90.8% | -16.9% | +107.7% | +100.9% |
| YTD | +89.2% | -31.2% | +120.4% | +110.9% |
| 1Y | +104.7% | -16.4% | +121.1% | +112.9% |
| 3Y | +478.1% | -4.4% | +482.5% | +455.2% |
| 5Y | +726.2% | +6.7% | +719.5% | +614.5% |
| All | +726.2% | +4.5% | +721.7% | +614.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling