+68.4%
LSCC vs FFIV
+31.8%
+36.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | -4.2% | +9.2% | +7.4% |
| 30D | -11.7% | -33.9% | +22.1% | +5.4% |
| 3M | -13.3% | -22.6% | +9.3% | -5.3% |
| 6M | -12.5% | -10.4% | -2.2% | -9.8% |
| YTD | +51.2% | +24.3% | +26.9% | +33.0% |
| All | +68.4% | +31.8% | +36.6% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling