+82.0%
LSCC vs FFIV
+91.3%
-9.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | +1.3% | -1.0% | +2.3% | +2.0% |
| 30D | -9.7% | -5.1% | -4.6% | -6.0% |
| 3M | -23.7% | -4.5% | -19.3% | -20.9% |
| 6M | +26.5% | +36.5% | -10.0% | -4.3% |
| YTD | +57.5% | +53.0% | +4.5% | +6.2% |
| 1Y | +75.7% | +24.2% | +51.5% | +40.5% |
| 3Y | +19.5% | +137.2% | -117.7% | -49.8% |
| All | +82.0% | +91.3% | -9.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling