+82.0%
LSCC vs FTV
+2.3%
+79.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +3.0% |
| 7D | +1.3% | -4.5% | +5.8% | +6.0% |
| 30D | -9.7% | -7.1% | -2.6% | -2.9% |
| 3M | -23.7% | -7.2% | -16.5% | -19.4% |
| 6M | +26.5% | -1.5% | +28.0% | +25.1% |
| YTD | +57.5% | +3.5% | +54.0% | +42.4% |
| 1Y | +75.7% | +20.3% | +55.3% | +31.9% |
| 3Y | +19.5% | -3.1% | +22.6% | +17.1% |
| All | +82.0% | +2.3% | +79.7% | +53.3% |
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