-99.9%
FCUV vs LPLA
+142.4%
-242.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | -72.0% | -3.7% | -68.3% | -70.3% |
| 30D | -8.0% | -6.4% | -1.6% | -1.3% |
| 3M | +66.3% | +20.2% | +46.1% | +60.7% |
| 6M | -75.3% | +12.8% | -88.1% | -75.7% |
| YTD | -83.0% | -2.5% | -80.5% | -82.1% |
| 1Y | -94.7% | +1.9% | -96.6% | -94.5% |
| 3Y | -99.3% | +45.0% | -144.2% | -99.3% |
| 5Y | -99.9% | +146.6% | -246.5% | -99.9% |
| All | -99.9% | +142.4% | -242.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling