+28.2%
LSCC vs FCUV
-99.2%
+127.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -65.2% | +66.6% | +1.5% |
| 7D | +5.2% | -47.9% | +53.1% | +5.2% |
| 30D | -9.6% | +13.7% | -23.3% | -9.8% |
| 3M | -17.8% | +97.0% | -114.8% | -18.8% |
| 6M | +37.4% | -66.1% | +103.5% | +39.2% |
| YTD | +59.7% | -81.8% | +141.4% | +63.5% |
| 1Y | +76.2% | -93.3% | +169.5% | +83.8% |
| 3Y | +28.2% | -99.2% | +127.4% | +37.6% |
| All | +28.2% | -99.2% | +127.4% | +37.6% |
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