-23.8%
FICO vs LSCC
+69.3%
-93.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | +1.3% |
| 7D | -0.3% | -4.8% | +4.6% | -0.1% |
| 30D | +1.7% | -27.1% | +28.8% | +3.4% |
| 3M | -35.2% | -23.6% | -11.6% | -34.4% |
| 6M | -33.7% | -19.8% | -13.8% | -34.3% |
| YTD | -58.2% | +33.2% | -91.4% | -62.1% |
| 1Y | -56.6% | +55.2% | -111.8% | -61.8% |
| All | -23.8% | +69.3% | -93.1% | -35.3% |
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