+218.0%
LNT vs FCUV
-95.9%
+313.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | -1.1% |
| 7D | +0.2% | -63.8% | +63.9% | +0.2% |
| 30D | -0.5% | -14.7% | +14.2% | -0.5% |
| 3M | -5.5% | +65.3% | -70.8% | -5.7% |
| 6M | -3.8% | -68.5% | +64.7% | -4.0% |
| YTD | +6.8% | -83.0% | +89.9% | +6.6% |
| 1Y | +9.3% | -94.4% | +103.7% | +9.1% |
| 3Y | +47.9% | -99.3% | +147.2% | +47.6% |
| 5Y | +31.6% | -99.9% | +131.5% | +31.3% |
| 10Y | +150.1% | -98.6% | +248.8% | +152.3% |
| All | +218.0% | -95.9% | +313.9% | +226.5% |
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