+77.4%
LNG vs FCUV
-99.2%
+176.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -4.7% | -66.5% | +61.8% | -4.3% |
| 30D | +3.8% | +5.0% | -1.2% | +3.6% |
| 3M | +16.2% | +63.8% | -47.6% | +13.7% |
| 6M | +11.7% | -67.8% | +79.5% | +10.0% |
| YTD | +44.2% | -82.4% | +126.6% | +42.1% |
| 1Y | +18.6% | -94.7% | +113.3% | +17.0% |
| 3Y | +77.4% | -99.3% | +176.7% | +70.1% |
| All | +77.4% | -99.2% | +176.6% | +70.1% |
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