+4.4%
FICO vs LSCC
+20.0%
-15.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.0% | -18.7% | -16.8% |
| 7D | -19.2% | +1.3% | -20.5% | -19.3% |
| 30D | -14.6% | -9.7% | -4.9% | -14.0% |
| 3M | -20.1% | -23.7% | +3.6% | -18.5% |
| 6M | -36.3% | +26.5% | -62.8% | -39.9% |
| YTD | -44.9% | +57.5% | -102.4% | -50.1% |
| 1Y | -38.6% | +75.7% | -114.3% | -45.9% |
| All | +4.4% | +20.0% | -15.6% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling