-12.6%
LEN vs FCUV
-99.9%
+87.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -7.8% | -72.0% | +64.2% | -7.3% |
| 30D | -11.0% | -8.0% | -3.0% | -11.2% |
| 3M | -12.8% | +66.3% | -79.0% | -14.6% |
| 6M | -20.2% | -75.3% | +55.1% | -18.9% |
| YTD | -23.0% | -83.0% | +59.9% | -21.4% |
| 1Y | -41.8% | -94.7% | +52.8% | -39.1% |
| 3Y | -28.8% | -99.3% | +70.5% | -22.7% |
| 5Y | -12.6% | -99.9% | +87.3% | +1.7% |
| All | -12.6% | -99.9% | +87.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 5y: compounded portfolio wealth divided by compounded FCUV 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…
5y analysis · Full analysis span regression · 6 months rolling