+607.1%
FLEX vs LVS
+54.5%
+552.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.4% | +13.4% | +12.4% |
| 7D | -7.2% | +5.2% | -12.3% | -8.7% |
| 30D | -34.8% | +12.0% | -46.8% | -37.0% |
| 3M | -35.6% | -11.5% | -24.1% | -33.9% |
| 6M | -45.0% | -23.2% | -21.8% | -41.8% |
| YTD | +29.4% | -36.7% | +66.1% | +43.8% |
| 1Y | +24.8% | -36.8% | +61.6% | +38.7% |
| 3Y | +304.4% | -10.5% | +314.9% | +302.7% |
| 5Y | +484.1% | +5.1% | +479.0% | +437.6% |
| 10Y | +640.4% | -14.0% | +654.4% | +610.7% |
| All | +607.1% | +54.5% | +552.6% | +325.2% |
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