+290.5%
LMT vs FCUV
-95.9%
+386.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -2.2% |
| 7D | -1.3% | -63.8% | +62.4% | -1.4% |
| 30D | -12.5% | -14.7% | +2.2% | -12.5% |
| 3M | -0.5% | +65.3% | -65.8% | -0.4% |
| 6M | -20.0% | -68.5% | +48.5% | -20.1% |
| YTD | +10.4% | -83.0% | +93.4% | +10.2% |
| 1Y | +17.7% | -94.4% | +112.1% | +17.4% |
| 3Y | +34.3% | -99.3% | +133.5% | +33.9% |
| 5Y | +71.8% | -99.9% | +171.7% | +71.1% |
| 10Y | +187.0% | -98.6% | +285.6% | +192.2% |
| All | +290.5% | -95.9% | +386.3% | +297.9% |
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 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