+342.1%
LHX vs FCUV
-95.7%
+437.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.1% |
| 7D | -4.3% | -66.5% | +62.2% | -4.3% |
| 30D | -15.1% | +5.0% | -20.1% | -15.1% |
| 3M | -21.0% | +63.8% | -84.8% | -21.0% |
| 6M | -32.0% | -67.8% | +35.8% | -32.1% |
| YTD | -15.3% | -82.4% | +67.1% | -15.5% |
| 1Y | -11.1% | -94.7% | +83.7% | -11.4% |
| 3Y | +54.0% | -99.3% | +153.3% | +53.5% |
| 5Y | +17.1% | -99.9% | +117.0% | +16.5% |
| 10Y | +225.8% | -98.6% | +324.4% | +233.0% |
| All | +342.1% | -95.7% | +437.8% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling