-99.1%
FCUV vs LBRT
+38.7%
-137.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +3.9% | -69.2% | -65.6% |
| 7D | -47.9% | +6.9% | -54.9% | -48.7% |
| 30D | +13.7% | +7.8% | +5.9% | +11.8% |
| 3M | +97.0% | -25.3% | +122.3% | +96.1% |
| 6M | -66.1% | -19.6% | -46.6% | -66.6% |
| YTD | -81.8% | +17.2% | -98.9% | -82.4% |
| 1Y | -93.3% | +114.1% | -207.4% | -93.7% |
| 3Y | -99.2% | +27.0% | -126.2% | -99.3% |
| 5Y | -99.9% | +128.3% | -228.2% | -99.9% |
| All | -99.1% | +38.7% | -137.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling