+101.7%
FICO vs LSCC
+82.7%
+18.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.0% | -18.7% | -17.1% |
| 7D | -19.2% | +1.3% | -20.5% | -19.4% |
| 30D | -14.6% | -9.7% | -4.9% | -13.2% |
| 3M | -20.1% | -23.7% | +3.6% | -17.5% |
| 6M | -36.3% | +26.5% | -62.8% | -42.4% |
| YTD | -44.9% | +57.5% | -102.4% | -53.4% |
| 1Y | -38.6% | +75.7% | -114.3% | -50.1% |
| 3Y | +4.0% | +19.5% | -15.5% | -10.1% |
| All | +101.7% | +82.7% | +18.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling