-99.2%
FCUV vs LII
+2.8%
-102.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.4% | -63.9% | -64.9% |
| 7D | -47.9% | +2.1% | -50.0% | -47.8% |
| 30D | +13.7% | -12.4% | +26.1% | +17.7% |
| 3M | +97.0% | -24.8% | +121.8% | +115.6% |
| 6M | -66.1% | -25.2% | -40.9% | -62.9% |
| YTD | -81.8% | -20.3% | -61.5% | -80.6% |
| 1Y | -93.3% | -32.9% | -60.3% | -92.4% |
| 3Y | -99.2% | +2.0% | -101.3% | -99.2% |
| All | -99.2% | +2.8% | -102.0% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling