+1,351.6%
LSCC vs FTV
+109.2%
+1,242.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | +7.0% | +3.9% | +3.1% | +3.7% |
| 30D | -2.3% | +18.7% | -21.0% | -15.3% |
| 3M | -12.5% | +10.0% | -22.5% | -19.4% |
| 6M | -10.6% | +14.6% | -25.1% | -21.4% |
| YTD | +52.7% | +23.4% | +29.3% | +22.6% |
| 1Y | +74.0% | +31.3% | +42.7% | +32.1% |
| 3Y | +104.8% | +39.8% | +65.0% | +52.6% |
| 5Y | +36.2% | +17.7% | +18.6% | +16.4% |
| All | +1,351.6% | +109.2% | +1,242.3% | +818.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling