-99.3%
FCUV vs LUMN
+385.3%
-484.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.1% |
| 7D | -66.5% | +2.5% | -69.0% | -66.4% |
| 30D | +5.0% | +10.3% | -5.4% | +4.5% |
| 3M | +63.8% | -18.3% | +82.0% | +68.1% |
| 6M | -67.8% | +4.4% | -72.2% | -68.9% |
| YTD | -82.4% | -10.7% | -71.7% | -82.6% |
| 1Y | -94.7% | +14.0% | -108.7% | -95.0% |
| 3Y | -99.3% | +406.6% | -505.8% | -99.4% |
| All | -99.3% | +385.3% | -484.6% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling