-31.8%
LVS vs FFIV
+33.5%
-65.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.5% |
| 7D | +13.4% | -9.8% | +23.2% | +14.1% |
| 30D | +12.2% | -28.1% | +40.3% | +14.4% |
| 3M | -10.7% | -20.0% | +9.3% | -10.0% |
| 6M | -19.8% | -0.1% | -19.8% | -24.6% |
| YTD | -35.8% | +29.2% | -65.0% | -42.8% |
| 1Y | -31.8% | +36.6% | -68.4% | -39.5% |
| All | -31.8% | +33.5% | -65.3% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling