-95.6%
FCUV vs LH
+303.5%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.6% | -64.6% | -65.3% |
| 7D | -47.9% | -0.8% | -47.1% | -48.1% |
| 30D | +13.7% | +2.0% | +11.7% | +13.7% |
| 3M | +97.0% | +24.3% | +72.7% | +98.1% |
| 6M | -66.1% | +21.1% | -87.2% | -65.9% |
| YTD | -81.8% | +30.4% | -112.2% | -81.6% |
| 1Y | -93.3% | +18.4% | -111.7% | -93.2% |
| 3Y | -99.2% | +65.5% | -164.7% | -99.2% |
| 5Y | -99.9% | +29.9% | -129.7% | -99.9% |
| 10Y | -98.5% | +186.6% | -285.2% | -98.0% |
| All | -95.6% | +303.5% | -399.1% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling