+1,486.2%
LSCC vs FFIV
+126.3%
+1,359.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.8% |
| 7D | +14.5% | -2.9% | +17.4% | +17.1% |
| 30D | -0.1% | -32.4% | +32.4% | +27.7% |
| 3M | -2.7% | -22.7% | +20.0% | +12.8% |
| 6M | -4.8% | -10.7% | +5.9% | -0.3% |
| YTD | +66.9% | +25.4% | +41.5% | +35.3% |
| 1Y | +85.8% | +34.2% | +51.7% | +43.4% |
| 3Y | +115.6% | +101.2% | +14.4% | +23.5% |
| 5Y | +48.8% | +42.0% | +6.9% | +7.1% |
| All | +1,486.2% | +126.3% | +1,359.9% | +777.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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