+490.8%
LITE vs FCUV
-99.9%
+590.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.5% | +5.7% |
| 7D | -35.9% | -13.0% | -23.0% | -35.9% |
| 30D | -51.5% | -36.9% | -14.6% | -51.4% |
| 3M | -35.7% | -65.3% | +29.6% | -35.8% |
| 6M | -43.0% | -32.9% | -10.1% | -45.4% |
| YTD | +46.1% | -91.2% | +137.3% | +46.9% |
| 1Y | +124.7% | -98.2% | +222.9% | +141.0% |
| 3Y | +1,172.1% | -99.6% | +1,271.6% | +1,275.5% |
| All | +490.8% | -99.9% | +590.7% | +562.8% |
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 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