+185.8%
LMT vs FCUV
-98.6%
+284.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.1% |
| 7D | -0.2% | -66.5% | +66.3% | -0.2% |
| 30D | -13.1% | +5.0% | -18.0% | -13.1% |
| 3M | -3.9% | +63.8% | -67.7% | -4.0% |
| 6M | -18.3% | -67.8% | +49.6% | -18.4% |
| YTD | +10.3% | -82.4% | +92.7% | +10.0% |
| 1Y | +14.2% | -94.7% | +109.0% | +13.8% |
| 3Y | +35.0% | -99.3% | +134.2% | +34.5% |
| 5Y | +73.2% | -99.9% | +173.1% | +72.4% |
| All | +185.8% | -98.6% | +284.4% | +194.9% |
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