+144.2%
LNT vs FCUV
-98.6%
+242.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | 0.0% |
| 7D | -1.0% | -66.5% | +65.4% | -1.0% |
| 30D | -4.2% | +5.0% | -9.2% | -4.3% |
| 3M | -6.7% | +63.8% | -70.5% | -7.2% |
| 6M | -3.6% | -67.8% | +64.3% | -4.0% |
| YTD | +5.9% | -82.4% | +88.3% | +5.5% |
| 1Y | +7.3% | -94.7% | +102.0% | +7.0% |
| 3Y | +46.5% | -99.3% | +145.7% | +46.0% |
| 5Y | +32.5% | -99.9% | +132.3% | +32.1% |
| All | +144.2% | -98.6% | +242.8% | +147.0% |
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