+104.8%
LSCC vs FCUV
-98.9%
+203.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +136.0% | -141.5% | -5.5% |
| 7D | +7.0% | +148.8% | -141.8% | +6.9% |
| 30D | -2.3% | +95.0% | -97.3% | -2.3% |
| 3M | -12.5% | +27.8% | -40.3% | -12.6% |
| 6M | -10.6% | +121.0% | -131.6% | -11.5% |
| YTD | +52.7% | -78.1% | +130.8% | +56.6% |
| 1Y | +74.0% | -94.3% | +168.2% | +83.5% |
| 3Y | +104.8% | -98.9% | +203.7% | +118.3% |
| All | +104.8% | -98.9% | +203.7% | +118.3% |
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