See what your fund actually adds
Kurv U.S. Large Cap TaxOptimized ETF LCTO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LCTO | Replication |
|---|---|---|
| Annualized growth | 0.6% | 11.4% |
| Annualized volatility | 10.8% | 9.8% |
| Sharpe ratio | 0.10 | 1.15 |
| Maximum drawdown | 3.4% | 2.1% |
| Replication fit (R²) | 0.97 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model LCTO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |