+132,526.1%
FICO vs LH
+1,382.1%
+131,144.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.4% |
| 7D | -19.2% | -2.5% | -16.7% | -18.8% |
| 30D | -14.6% | +4.3% | -18.9% | -15.2% |
| 3M | -20.1% | +25.5% | -45.6% | -23.4% |
| 6M | -36.3% | +17.0% | -53.3% | -38.1% |
| YTD | -44.9% | +31.3% | -76.1% | -47.6% |
| 1Y | -38.6% | +20.0% | -58.6% | -40.7% |
| 3Y | +4.0% | +63.9% | -59.9% | -5.2% |
| 5Y | +99.5% | +30.9% | +68.7% | +88.5% |
| 10Y | +604.7% | +191.4% | +413.3% | +484.3% |
| All | +132,526.1% | +1,382.1% | +131,144.1% | +88,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling