-87.2%
FCUV vs LII
+389.5%
-476.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.2% | -14.8% | -14.0% |
| 7D | +62.8% | -0.7% | +63.6% | +63.3% |
| 30D | +66.5% | -12.6% | +79.1% | +72.7% |
| 3M | +459.9% | -24.4% | +484.4% | +509.4% |
| 6M | -12.4% | -28.7% | +16.3% | -3.1% |
| YTD | -47.5% | -19.1% | -28.4% | -44.8% |
| 1Y | -80.5% | -29.7% | -50.8% | -78.5% |
| 3Y | -97.6% | +4.8% | -102.4% | -97.8% |
| 5Y | -99.5% | +24.6% | -124.1% | -99.6% |
| 10Y | -95.8% | +169.2% | -265.0% | -97.5% |
| All | -87.2% | +389.5% | -476.7% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling