+19.5%
LSCC vs FFIV
+39.3%
-19.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.1% | -4.3% |
| 7D | -4.8% | -14.2% | +9.4% | +7.7% |
| 30D | -27.1% | -33.6% | +6.5% | -2.1% |
| 3M | -23.6% | -24.2% | +0.6% | -8.9% |
| 6M | -19.8% | -8.3% | -11.5% | -18.8% |
| YTD | +33.2% | +22.1% | +11.1% | +2.1% |
| 1Y | +55.2% | +26.5% | +28.8% | +14.9% |
| 3Y | +70.1% | +102.3% | -32.2% | -25.4% |
| 5Y | +19.5% | +40.6% | -21.1% | -26.3% |
| All | +19.5% | +39.3% | -19.8% | -26.3% |
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