+603.9%
FICO vs LH
+190.8%
+413.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -15.9% |
| 7D | -19.2% | -2.5% | -16.7% | -17.9% |
| 30D | -14.6% | +4.3% | -18.9% | -16.5% |
| 3M | -20.1% | +25.5% | -45.6% | -29.9% |
| 6M | -36.3% | +17.0% | -53.3% | -41.8% |
| YTD | -44.9% | +31.3% | -76.1% | -53.0% |
| 1Y | -38.6% | +20.0% | -58.6% | -45.1% |
| 3Y | +4.0% | +63.9% | -59.9% | -23.9% |
| 5Y | +99.5% | +30.9% | +68.7% | +63.0% |
| All | +603.9% | +190.8% | +413.1% | +235.4% |
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