-98.2%
FCUV vs LII
+169.1%
-267.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.1% | +134.9% | +135.6% |
| 7D | +148.8% | +2.9% | +145.8% | +146.9% |
| 30D | +95.0% | +0.9% | +94.1% | +93.4% |
| 3M | +27.8% | -15.5% | +43.3% | +35.3% |
| 6M | +121.0% | -30.2% | +151.2% | +149.0% |
| YTD | -78.1% | -26.8% | -51.3% | -76.0% |
| 1Y | -94.3% | -25.3% | -69.0% | -93.8% |
| 3Y | -98.9% | -7.8% | -91.2% | -98.9% |
| 5Y | -99.7% | +17.0% | -116.7% | -99.7% |
| All | -98.2% | +169.1% | -267.3% | -99.4% |
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