+5.0%
LVS vs FFIV
+35.3%
-30.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.0% | -32.4% | +42.4% | +23.2% |
| 3M | -11.0% | -25.7% | +14.7% | -4.4% |
| 6M | -20.1% | -13.5% | -6.6% | -20.1% |
| YTD | -36.3% | +21.1% | -57.5% | -45.3% |
| 1Y | -36.8% | +29.4% | -66.3% | -47.4% |
| 3Y | -9.5% | +94.9% | -104.4% | -41.6% |
| All | +5.0% | +35.3% | -30.3% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling