+85.8%
LSCC vs FTV
+33.2%
+52.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.2% |
| 7D | +13.0% | +0.2% | +12.7% | +13.0% |
| 30D | -19.8% | +15.7% | -35.5% | -29.6% |
| 3M | -18.4% | +7.5% | -25.9% | -23.6% |
| 6M | -16.1% | +8.5% | -24.6% | -23.4% |
| YTD | +42.7% | +18.8% | +23.9% | +13.6% |
| 1Y | +68.0% | +28.5% | +39.5% | +20.7% |
| 3Y | +85.8% | +34.0% | +51.8% | +15.6% |
| All | +85.8% | +33.2% | +52.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling