+562.5%
LITE vs FCUV
-99.7%
+662.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +136.0% | -140.5% | -5.3% |
| 7D | +10.8% | +148.8% | -138.0% | +9.8% |
| 30D | -33.4% | +95.0% | -128.5% | -33.9% |
| 3M | -32.2% | +27.8% | -60.0% | -33.0% |
| 6M | -42.1% | +121.0% | -163.1% | -45.5% |
| YTD | +61.9% | -78.1% | +140.0% | +61.3% |
| 1Y | +163.0% | -94.3% | +257.2% | +176.0% |
| 3Y | +1,358.0% | -98.9% | +1,456.9% | +1,456.1% |
| All | +562.5% | -99.7% | +662.2% | +621.4% |
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