+1,992.1%
LLY vs FCUV
-87.2%
+2,079.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | -2.1% | +62.8% | -65.0% | -2.1% |
| 30D | -1.6% | +66.5% | -68.1% | -1.6% |
| 3M | +2.3% | +459.9% | -457.7% | +2.6% |
| 6M | +14.9% | -12.4% | +27.3% | +15.2% |
| YTD | +7.5% | -47.5% | +55.0% | +7.7% |
| 1Y | +55.7% | -80.5% | +136.2% | +56.1% |
| 3Y | +110.6% | -97.6% | +208.2% | +111.1% |
| 5Y | +363.4% | -99.5% | +463.0% | +364.3% |
| 10Y | +1,649.0% | -95.8% | +1,744.7% | +1,675.0% |
| All | +1,992.1% | -87.2% | +2,079.3% | +2,064.3% |
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 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