+73.5%
LSCC vs FFIV
+102.8%
-29.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.1% | -5.1% |
| 7D | -4.8% | -14.2% | +9.4% | +5.1% |
| 30D | -27.1% | -33.6% | +6.5% | -7.5% |
| 3M | -23.6% | -24.2% | +0.6% | -12.1% |
| 6M | -19.8% | -8.3% | -11.5% | -19.0% |
| YTD | +33.2% | +22.1% | +11.1% | +7.4% |
| 1Y | +55.2% | +26.5% | +28.8% | +21.5% |
| All | +73.5% | +102.8% | -29.3% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling