+25.5%
LSCC vs FFIV
+39.5%
-14.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.4% |
| 7D | +13.0% | -8.1% | +21.1% | +20.8% |
| 30D | -19.8% | -33.4% | +13.6% | +7.3% |
| 3M | -18.4% | -24.7% | +6.3% | -2.2% |
| 6M | -16.1% | -8.8% | -7.3% | -14.6% |
| YTD | +42.7% | +21.8% | +21.0% | +9.6% |
| 1Y | +68.0% | +25.3% | +42.7% | +25.4% |
| 3Y | +85.8% | +101.2% | -15.3% | -18.1% |
| All | +25.5% | +39.5% | -14.0% | -22.1% |
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 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