+50.0%
LULU vs FCUV
-98.6%
+148.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +2.1% |
| 7D | -1.6% | -66.5% | +64.8% | -1.4% |
| 30D | -18.1% | +5.0% | -23.1% | -18.3% |
| 3M | -18.8% | +63.8% | -82.6% | -20.2% |
| 6M | -39.2% | -67.8% | +28.6% | -40.0% |
| YTD | -52.4% | -82.4% | +30.0% | -52.9% |
| 1Y | -40.3% | -94.7% | +54.4% | -40.8% |
| 3Y | -75.1% | -99.3% | +24.2% | -75.3% |
| 5Y | -76.7% | -99.9% | +23.1% | -76.9% |
| All | +50.0% | -98.6% | +148.5% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling