-4.4%
LVS vs FFIV
+141.9%
-146.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -1.5% | +1.9% | +0.7% |
| 30D | -3.9% | -2.7% | -1.3% | -3.5% |
| 3M | -12.9% | -1.7% | -11.2% | -13.2% |
| 6M | -16.9% | +36.1% | -53.1% | -25.7% |
| YTD | -31.2% | +52.6% | -83.9% | -40.7% |
| 1Y | -16.4% | +21.5% | -37.9% | -22.8% |
| 3Y | -4.4% | +142.7% | -147.1% | -29.6% |
| All | -4.4% | +141.9% | -146.4% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling