+2,080.1%
LLY vs FCUV
-98.2%
+2,178.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | +1.2% |
| 7D | +6.7% | +148.8% | -142.0% | +6.7% |
| 30D | +19.6% | +95.0% | -75.5% | +19.5% |
| 3M | +19.7% | +27.8% | -8.1% | +19.7% |
| 6M | +42.7% | +121.0% | -78.2% | +42.8% |
| YTD | +35.1% | -78.1% | +113.3% | +35.3% |
| 1Y | +42.2% | -94.3% | +136.4% | +42.4% |
| 3Y | +140.8% | -98.9% | +239.7% | +141.1% |
| 5Y | +480.6% | -99.7% | +580.3% | +481.3% |
| All | +2,080.1% | -98.2% | +2,178.3% | +2,121.9% |
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