+361.6%
LRCX vs FCUV
-99.2%
+460.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -3.1% | -66.5% | +63.4% | -3.0% |
| 30D | -8.6% | +5.0% | -13.5% | -8.7% |
| 3M | -17.7% | +63.8% | -81.5% | -18.2% |
| 6M | +36.4% | -67.8% | +104.2% | +39.8% |
| YTD | +74.5% | -82.4% | +157.0% | +81.1% |
| 1Y | +159.4% | -94.7% | +254.2% | +176.5% |
| 3Y | +361.6% | -99.3% | +460.8% | +400.9% |
| All | +361.6% | -99.2% | +460.8% | +400.9% |
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 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