+674.6%
LSCC vs FFIV
+5,982.7%
-5,308.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.1% | -6.7% |
| 7D | -4.8% | -14.2% | +9.4% | +0.6% |
| 30D | -27.1% | -33.6% | +6.5% | -16.7% |
| 3M | -23.6% | -24.2% | +0.6% | -16.7% |
| 6M | -19.8% | -8.3% | -11.5% | -17.9% |
| YTD | +33.2% | +22.1% | +11.1% | +23.0% |
| 1Y | +55.2% | +26.5% | +28.8% | +41.5% |
| 3Y | +70.1% | +102.3% | -32.2% | +33.3% |
| 5Y | +19.5% | +40.6% | -21.1% | +7.8% |
| 10Y | +1,164.9% | +129.7% | +1,035.2% | +861.2% |
| All | +674.6% | +5,982.7% | -5,308.2% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling