+44.1%
LSCC vs FTV
+18.0%
+26.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +21.2% | +3.7% | +17.5% | +17.1% |
| 30D | -1.9% | +16.8% | -18.7% | -16.0% |
| 3M | -8.1% | +10.4% | -18.4% | -16.9% |
| 6M | -5.2% | +12.8% | -18.1% | -17.7% |
| YTD | +61.5% | +23.3% | +38.2% | +22.3% |
| 1Y | +81.3% | +31.0% | +50.3% | +27.6% |
| 3Y | +108.7% | +38.6% | +70.1% | +39.8% |
| 5Y | +44.1% | +17.6% | +26.6% | +9.8% |
| All | +44.1% | +18.0% | +26.2% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling