+554.4%
LYV vs FCUV
-95.7%
+650.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | 0.0% |
| 7D | -1.9% | -66.5% | +64.5% | -1.8% |
| 30D | -8.2% | +5.0% | -13.2% | -8.3% |
| 3M | -1.3% | +63.8% | -65.1% | -2.0% |
| 6M | +2.6% | -67.8% | +70.4% | +2.4% |
| YTD | +19.4% | -82.4% | +101.8% | +19.4% |
| 1Y | -2.2% | -94.7% | +92.5% | -1.9% |
| 3Y | +106.0% | -99.3% | +205.3% | +106.5% |
| 5Y | +97.7% | -99.9% | +197.5% | +98.9% |
| 10Y | +560.5% | -98.6% | +659.1% | +537.2% |
| All | +554.4% | -95.7% | +650.1% | +530.5% |
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 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