+555.0%
LITE vs FCUV
-93.2%
+648.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -65.2% | +76.3% | +10.8% |
| 7D | +12.6% | -47.9% | +60.5% | +12.4% |
| 30D | +9.9% | +13.7% | -3.7% | +9.9% |
| 3M | +9.3% | +97.0% | -87.7% | +9.5% |
| 6M | +75.2% | -66.1% | +141.3% | +75.8% |
| YTD | +165.5% | -81.8% | +247.2% | +167.6% |
| 1Y | +555.0% | -93.3% | +648.3% | +573.7% |
| All | +555.0% | -93.2% | +648.2% | +573.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling