+541.4%
FICO vs LH
+261.9%
+279.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +2.2% | +1.1% | +1.2% | +1.6% |
| 30D | +0.1% | +16.7% | -16.7% | -8.8% |
| 3M | -35.2% | +15.1% | -50.3% | -40.3% |
| 6M | -32.4% | +46.3% | -78.7% | -46.0% |
| YTD | -57.4% | +48.8% | -106.2% | -66.5% |
| 1Y | -58.5% | +39.7% | -98.2% | -66.2% |
| 3Y | -28.9% | +87.0% | -115.9% | -52.1% |
| 5Y | +91.7% | +53.0% | +38.7% | +42.2% |
| All | +541.4% | +261.9% | +279.5% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling