-98.6%
FCUV vs LPLA
+1,251.7%
-1,350.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.6% |
| 7D | -66.5% | -1.5% | -64.9% | -65.7% |
| 30D | +5.0% | -6.0% | +11.0% | +8.8% |
| 3M | +63.8% | +24.0% | +39.8% | +59.2% |
| 6M | -67.8% | +17.0% | -84.8% | -68.5% |
| YTD | -82.4% | -0.7% | -81.7% | -82.1% |
| 1Y | -94.7% | +2.1% | -96.9% | -94.7% |
| 3Y | -99.3% | +48.7% | -147.9% | -99.3% |
| 5Y | -99.9% | +151.2% | -251.1% | -99.9% |
| All | -98.6% | +1,251.7% | -1,350.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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