-38.6%
FICO vs LSCC
+72.9%
-111.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.0% | -18.7% | -16.5% |
| 7D | -19.2% | +1.3% | -20.5% | -19.0% |
| 30D | -14.6% | -9.7% | -4.9% | -15.4% |
| 3M | -20.1% | -23.7% | +3.6% | -20.0% |
| 6M | -36.3% | +26.5% | -62.8% | -36.9% |
| YTD | -44.9% | +57.5% | -102.4% | -45.9% |
| 1Y | -38.6% | +75.7% | -114.3% | -37.7% |
| All | -38.6% | +72.9% | -111.5% | -37.7% |
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