+78,251.7%
FICO vs LSCC
+9,994.1%
+68,257.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +0.4% | +3.0% | -2.5% | -0.3% |
| 30D | +1.7% | -19.3% | +20.9% | +4.7% |
| 3M | -33.0% | -22.3% | -10.8% | -31.1% |
| 6M | -33.9% | -14.6% | -19.3% | -34.5% |
| YTD | -58.5% | +45.8% | -104.3% | -63.3% |
| 1Y | -56.4% | +69.6% | -126.0% | -62.6% |
| 3Y | -24.7% | +86.1% | -110.8% | -39.5% |
| 5Y | +83.1% | +30.7% | +52.4% | +52.3% |
| 10Y | +517.2% | +1,283.9% | -766.7% | +231.9% |
| All | +78,251.7% | +9,994.1% | +68,257.6% | +22,543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling