+614.3%
FLEX vs LVS
+54.7%
+559.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | -32.6% | +12.2% | -44.8% | -35.0% |
| 3M | -35.5% | -11.3% | -24.2% | -33.9% |
| 6M | -45.6% | -21.6% | -24.0% | -42.7% |
| YTD | +30.7% | -36.6% | +67.3% | +45.2% |
| 1Y | +28.4% | -38.4% | +66.8% | +43.7% |
| 3Y | +301.7% | -10.2% | +311.8% | +299.4% |
| 5Y | +473.3% | +9.4% | +463.8% | +422.1% |
| 10Y | +651.7% | -11.3% | +663.1% | +616.5% |
| All | +614.3% | +54.7% | +559.7% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling