-99.7%
FCUV vs LTH
+156.3%
-256.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.8% | -63.5% | -64.6% |
| 7D | -47.9% | +1.5% | -49.5% | -47.5% |
| 30D | +13.7% | -3.1% | +16.7% | +15.8% |
| 3M | +97.0% | +28.1% | +68.9% | +86.5% |
| 6M | -66.1% | +67.4% | -133.5% | -70.9% |
| YTD | -81.8% | +59.8% | -141.5% | -83.9% |
| 1Y | -93.3% | +45.6% | -138.9% | -94.0% |
| 3Y | -99.2% | +162.0% | -261.2% | -99.4% |
| All | -99.7% | +156.3% | -256.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling