+91.0%
FICO vs LH
+54.4%
+36.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.4% | +2.5% | -1.1% | +0.2% |
| 30D | -0.8% | +18.7% | -19.5% | -9.3% |
| 3M | -31.3% | +15.3% | -46.6% | -36.2% |
| 6M | -33.9% | +45.4% | -79.3% | -45.6% |
| YTD | -57.6% | +49.5% | -107.1% | -65.6% |
| 1Y | -59.7% | +41.4% | -101.0% | -66.4% |
| 3Y | -28.0% | +87.6% | -115.7% | -49.1% |
| 5Y | +91.0% | +53.8% | +37.2% | +34.1% |
| All | +91.0% | +54.4% | +36.6% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling