+42.2%
LLY vs FCUV
-95.0%
+137.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | +1.3% |
| 7D | +6.7% | +148.8% | -142.0% | +6.8% |
| 30D | +19.6% | +95.0% | -75.5% | +19.6% |
| 3M | +19.7% | +27.8% | -8.1% | +19.9% |
| 6M | +42.7% | +121.0% | -78.2% | +43.5% |
| YTD | +35.1% | -78.1% | +113.3% | +33.3% |
| 1Y | +42.2% | -94.3% | +136.4% | +36.3% |
| All | +42.2% | -95.0% | +137.2% | +36.3% |
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