+297.5%
FTI vs LSCC
+1,791.9%
-1,494.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -0.2% | +5.2% | -5.4% | -1.5% |
| 30D | +12.3% | -9.6% | +22.0% | +15.1% |
| 3M | +13.8% | -17.8% | +31.5% | +17.8% |
| 6M | +24.3% | +37.4% | -13.1% | +10.1% |
| YTD | +75.8% | +59.7% | +16.1% | +48.4% |
| 1Y | +99.6% | +76.2% | +23.4% | +62.6% |
| 3Y | +278.4% | +28.2% | +250.2% | +213.0% |
| 5Y | +1,168.7% | +87.2% | +1,081.5% | +768.4% |
| 10Y | +297.5% | +1,795.0% | -1,497.5% | +41.0% |
| All | +297.5% | +1,791.9% | -1,494.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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