+25.5%
LSCC vs FCUV
-99.9%
+125.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.2% |
| 7D | +13.0% | -13.0% | +25.9% | +13.1% |
| 30D | -19.8% | -36.9% | +17.1% | -19.5% |
| 3M | -18.4% | -65.3% | +46.9% | -18.2% |
| 6M | -16.1% | -32.9% | +16.8% | -18.8% |
| YTD | +42.7% | -91.2% | +133.9% | +47.2% |
| 1Y | +68.0% | -98.2% | +166.2% | +86.4% |
| 3Y | +85.8% | -99.6% | +185.4% | +119.8% |
| All | +25.5% | -99.9% | +125.4% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling