+39.7%
LVS vs FFIV
+1,209.4%
-1,169.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +10.0% | -32.4% | +42.4% | +24.3% |
| 3M | -11.0% | -25.7% | +14.7% | -3.5% |
| 6M | -20.1% | -13.5% | -6.6% | -18.7% |
| YTD | -36.3% | +21.1% | -57.5% | -43.0% |
| 1Y | -36.8% | +29.4% | -66.3% | -44.9% |
| 3Y | -9.5% | +94.9% | -104.4% | -33.6% |
| 5Y | +9.3% | +34.7% | -25.4% | -9.3% |
| 10Y | -11.0% | +119.0% | -130.0% | -39.6% |
| All | +39.7% | +1,209.4% | -1,169.6% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling