+2,507.1%
LLY vs FCUV
-97.8%
+2,604.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.4% |
| 7D | +1.6% | -15.3% | +16.9% | +1.6% |
| 30D | +21.5% | -29.7% | +51.2% | +21.4% |
| 3M | +16.4% | -54.5% | +70.9% | +16.4% |
| 6M | +51.5% | -26.7% | +78.2% | +51.8% |
| YTD | +33.9% | -91.0% | +124.9% | +34.2% |
| 1Y | +49.1% | -98.0% | +147.1% | +49.4% |
| 3Y | +144.6% | -99.5% | +244.2% | +145.1% |
| 5Y | +466.3% | -99.9% | +566.2% | +467.3% |
| 10Y | +2,024.1% | -99.3% | +2,123.4% | +2,055.0% |
| All | +2,507.1% | -97.8% | +2,604.9% | +2,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling