+499.7%
FICO vs LSCC
+1,244.7%
-745.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -2.1% |
| 7D | -0.9% | +13.0% | -13.9% | -4.2% |
| 30D | +3.3% | -19.8% | +23.2% | +7.7% |
| 3M | -31.7% | -18.4% | -13.3% | -29.8% |
| 6M | -34.0% | -16.1% | -17.9% | -35.1% |
| YTD | -58.3% | +42.7% | -101.1% | -66.0% |
| 1Y | -57.9% | +68.0% | -125.9% | -67.5% |
| 3Y | -24.1% | +85.8% | -109.9% | -48.7% |
| 5Y | +85.3% | +28.0% | +57.3% | +31.6% |
| All | +499.7% | +1,244.7% | -745.0% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling