+52.3%
LVS vs FFIV
+1,553.8%
-1,501.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -3.2% | -5.1% | +1.8% | -1.8% |
| 3M | -12.0% | -4.5% | -7.5% | -11.4% |
| 6M | -19.9% | +36.5% | -56.4% | -29.6% |
| YTD | -30.6% | +53.0% | -83.6% | -41.6% |
| 1Y | -17.7% | +24.2% | -42.0% | -26.0% |
| 3Y | -14.2% | +137.2% | -151.4% | -40.1% |
| 5Y | +9.6% | +91.8% | -82.1% | -18.2% |
| 10Y | +5.7% | +215.2% | -209.5% | -35.6% |
| All | +52.3% | +1,553.8% | -1,501.6% | -49.7% |
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