+92.7%
LLY vs FCUV
-99.2%
+191.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | 0.0% |
| 7D | -3.1% | -63.8% | +60.7% | -3.0% |
| 30D | -8.6% | -14.7% | +6.1% | -8.6% |
| 3M | -1.6% | +65.3% | -67.0% | -1.7% |
| 6M | +11.8% | -68.5% | +80.3% | +12.4% |
| YTD | +5.1% | -83.0% | +88.2% | +6.0% |
| 1Y | +50.7% | -94.4% | +145.1% | +53.1% |
| All | +92.7% | -99.2% | +191.9% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling