+100,131.4%
FICO vs LH
+1,562.0%
+98,569.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.9% | +1.4% | -2.4% | -1.3% |
| 30D | +3.3% | +17.5% | -14.2% | +0.2% |
| 3M | -31.7% | +16.1% | -47.8% | -33.6% |
| 6M | -34.0% | +43.4% | -77.3% | -38.3% |
| YTD | -58.3% | +47.2% | -105.5% | -61.3% |
| 1Y | -57.9% | +50.1% | -108.1% | -61.0% |
| 3Y | -24.1% | +81.2% | -105.2% | -32.1% |
| 5Y | +85.3% | +63.7% | +21.6% | +68.1% |
| 10Y | +520.3% | +269.2% | +251.1% | +395.5% |
| All | +100,131.4% | +1,562.0% | +98,569.4% | +65,174.5% |
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