-98.9%
FCUV vs LBRT
-15.3%
-83.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.1% | +134.9% | +135.9% |
| 7D | +148.8% | +9.2% | +139.6% | +146.5% |
| 30D | +95.0% | -27.5% | +122.6% | +101.3% |
| 3M | +27.8% | -37.9% | +65.7% | +32.6% |
| 6M | +121.0% | -60.7% | +181.7% | +132.4% |
| YTD | -78.1% | -28.5% | -49.6% | -77.8% |
| 1Y | -94.3% | -13.2% | -81.0% | -94.2% |
| 3Y | -98.9% | -28.8% | -70.1% | -98.9% |
| 5Y | -99.7% | +28.0% | -127.6% | -99.7% |
| All | -98.9% | -15.3% | -83.6% | -99.0% |
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