-99.3%
FCUV vs LDOS
+248.5%
-347.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | -13.0% | -7.2% | -5.8% | -11.1% |
| 30D | -36.9% | +16.8% | -53.7% | -40.4% |
| 3M | -65.3% | -1.6% | -63.7% | -65.2% |
| 6M | -32.9% | -1.0% | -31.9% | -35.2% |
| YTD | -91.2% | -25.8% | -65.4% | -91.0% |
| 1Y | -98.2% | -31.1% | -67.1% | -98.2% |
| 3Y | -99.6% | +32.8% | -132.4% | -99.6% |
| 5Y | -99.9% | +49.4% | -149.2% | -99.9% |
| All | -99.3% | +248.5% | -347.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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