-56.4%
FICO vs LSCC
+57.8%
-114.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.0% |
| 7D | +0.4% | +3.0% | -2.5% | +0.9% |
| 30D | +1.7% | -19.3% | +20.9% | -0.7% |
| 3M | -33.0% | -22.3% | -10.8% | -34.5% |
| 6M | -33.9% | -14.6% | -19.3% | -34.6% |
| YTD | -58.5% | +45.8% | -104.3% | -60.3% |
| 1Y | -56.4% | +69.6% | -126.0% | -58.2% |
| All | -56.4% | +57.8% | -114.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling