+1,549.9%
LLY vs FCUV
-98.6%
+1,648.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.7% |
| 7D | -2.9% | -66.5% | +63.5% | -2.9% |
| 30D | -8.4% | +5.0% | -13.4% | -8.4% |
| 3M | -3.8% | +63.8% | -67.6% | -3.7% |
| 6M | +11.9% | -67.8% | +79.8% | +12.0% |
| YTD | +4.3% | -82.4% | +86.7% | +4.4% |
| 1Y | +48.5% | -94.7% | +143.2% | +48.7% |
| 3Y | +91.2% | -99.3% | +190.5% | +91.5% |
| 5Y | +387.5% | -99.9% | +487.3% | +388.1% |
| All | +1,549.9% | -98.6% | +1,648.5% | +1,580.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling