-98.6%
FCUV vs LUMN
-55.8%
-42.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.2% |
| 7D | -66.5% | +2.5% | -69.0% | -66.5% |
| 30D | +5.0% | +10.3% | -5.4% | +4.7% |
| 3M | +63.8% | -18.3% | +82.0% | +66.2% |
| 6M | -67.8% | +4.4% | -72.2% | -68.4% |
| YTD | -82.4% | -10.7% | -71.7% | -82.5% |
| 1Y | -94.7% | +14.0% | -108.7% | -94.9% |
| 3Y | -99.3% | +406.6% | -505.8% | -99.3% |
| 5Y | -99.9% | -36.8% | -63.1% | -99.9% |
| All | -98.6% | -55.8% | -42.8% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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