-2.4%
LVS vs FCUV
-95.9%
+93.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.5% |
| 7D | -2.7% | -63.8% | +61.0% | -2.7% |
| 30D | -4.7% | -14.7% | +10.0% | -4.7% |
| 3M | -15.6% | +65.3% | -80.9% | -15.8% |
| 6M | -18.6% | -68.5% | +49.9% | -18.7% |
| YTD | -32.3% | -83.0% | +50.8% | -32.3% |
| 1Y | -18.0% | -94.4% | +76.4% | -17.9% |
| 3Y | -5.8% | -99.3% | +93.4% | -5.8% |
| 5Y | +5.7% | -99.9% | +105.6% | +5.9% |
| 10Y | 0.0% | -98.6% | +98.6% | +3.2% |
| All | -2.4% | -95.9% | +93.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling