-99.7%
FCUV vs LTH
+180.7%
-280.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +2.2% | +133.8% | +135.2% |
| 7D | +148.8% | -1.3% | +150.0% | +150.9% |
| 30D | +95.0% | +15.7% | +79.4% | +85.0% |
| 3M | +27.8% | +5.0% | +22.8% | +26.9% |
| 6M | +121.0% | +37.7% | +83.3% | +103.0% |
| YTD | -78.1% | +75.0% | -153.2% | -81.4% |
| 1Y | -94.3% | +82.6% | -176.9% | -95.2% |
| 3Y | -98.9% | +241.3% | -340.2% | -99.3% |
| 5Y | -99.7% | +135.4% | -235.1% | -99.8% |
| All | -99.7% | +180.7% | -280.4% | -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