-94.3%
FCUV vs LII
-26.1%
-68.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.1% | +134.9% | +135.8% |
| 7D | +148.8% | +2.9% | +145.8% | +148.3% |
| 30D | +95.0% | +0.9% | +94.1% | +94.5% |
| 3M | +27.8% | -15.5% | +43.3% | +29.6% |
| 6M | +121.0% | -30.2% | +151.2% | +138.0% |
| YTD | -78.1% | -26.8% | -51.3% | -78.1% |
| 1Y | -94.3% | -25.3% | -69.0% | -94.5% |
| All | -94.3% | -26.1% | -68.2% | -94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling