-56.4%
FICO vs LH
+44.2%
-100.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.1% | -5.0% |
| 7D | +0.4% | +2.1% | -1.7% | -0.6% |
| 30D | +1.7% | +19.2% | -17.5% | -7.2% |
| 3M | -33.0% | +18.0% | -51.0% | -38.2% |
| 6M | -33.9% | +46.1% | -79.9% | -45.5% |
| YTD | -58.5% | +47.7% | -106.2% | -65.3% |
| 1Y | -56.4% | +47.2% | -103.6% | -63.5% |
| All | -56.4% | +44.2% | -100.6% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling