-28.0%
FICO vs LH
+87.4%
-115.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | -1.5% | +18.0% | -19.5% | -9.0% |
| 3M | -29.8% | +15.7% | -45.5% | -34.4% |
| 6M | -33.3% | +46.6% | -79.9% | -44.2% |
| YTD | -56.9% | +49.5% | -106.4% | -64.3% |
| 1Y | -59.5% | +40.2% | -99.6% | -65.4% |
| All | -28.0% | +87.4% | -115.4% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling