+76.9%
FICO vs LH
+62.5%
+14.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.9% | +1.4% | -2.4% | -1.8% |
| 30D | +3.3% | +17.5% | -14.2% | -4.8% |
| 3M | -31.7% | +16.1% | -47.8% | -36.7% |
| 6M | -34.0% | +43.4% | -77.3% | -45.0% |
| YTD | -58.3% | +47.2% | -105.5% | -65.8% |
| 1Y | -57.9% | +50.1% | -108.1% | -65.9% |
| 3Y | -24.1% | +81.2% | -105.2% | -44.7% |
| All | +76.9% | +62.5% | +14.4% | +28.8% |
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 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