-99.3%
FCUV vs LII
+166.2%
-265.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.8% |
| 7D | -15.3% | +0.4% | -15.7% | -15.5% |
| 30D | -29.7% | -2.4% | -27.3% | -29.7% |
| 3M | -54.5% | -17.5% | -37.0% | -51.5% |
| 6M | -26.7% | -32.8% | +6.1% | -16.4% |
| YTD | -91.0% | -27.7% | -63.3% | -90.1% |
| 1Y | -98.0% | -28.1% | -70.0% | -97.8% |
| 3Y | -99.5% | -9.7% | -89.9% | -99.6% |
| 5Y | -99.9% | +19.5% | -119.4% | -99.9% |
| 10Y | -99.3% | +170.6% | -269.9% | -99.8% |
| All | -99.3% | +166.2% | -265.5% | -99.8% |
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