-98.6%
FCUV vs LII
+163.1%
-261.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.6% | -6.2% |
| 7D | -63.8% | +0.5% | -64.2% | -63.4% |
| 30D | -14.7% | -11.2% | -3.5% | -10.6% |
| 3M | +65.3% | -28.8% | +94.1% | +86.7% |
| 6M | -68.5% | -26.9% | -41.6% | -64.9% |
| YTD | -83.0% | -22.2% | -60.8% | -81.7% |
| 1Y | -94.4% | -32.0% | -62.5% | -93.7% |
| 3Y | -99.3% | -0.4% | -98.8% | -99.3% |
| 5Y | -99.9% | +22.4% | -122.3% | -99.9% |
| 10Y | -98.6% | +171.4% | -270.1% | -99.5% |
| All | -98.6% | +163.1% | -261.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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