-99.7%
FCUV vs LTH
+150.5%
-250.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | -66.5% | -4.0% | -62.5% | -65.6% |
| 30D | +5.0% | -5.3% | +10.3% | +8.3% |
| 3M | +63.8% | +19.0% | +44.8% | +58.6% |
| 6M | -67.8% | +55.8% | -123.6% | -71.7% |
| YTD | -82.4% | +56.1% | -138.5% | -84.4% |
| 1Y | -94.7% | +41.3% | -136.0% | -95.2% |
| 3Y | -99.3% | +156.6% | -255.9% | -99.5% |
| All | -99.7% | +150.5% | -250.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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