+104,095.6%
FICO vs LSCC
+10,808.2%
+93,287.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.0% | -18.7% | -17.0% |
| 7D | -19.2% | +1.3% | -20.5% | -19.4% |
| 30D | -14.6% | -9.7% | -4.9% | -13.3% |
| 3M | -20.1% | -23.7% | +3.6% | -17.9% |
| 6M | -36.3% | +26.5% | -62.8% | -41.0% |
| YTD | -44.9% | +57.5% | -102.4% | -51.3% |
| 1Y | -38.6% | +75.7% | -114.3% | -47.3% |
| 3Y | +4.0% | +19.5% | -15.5% | -8.6% |
| 5Y | +99.5% | +83.8% | +15.8% | +57.8% |
| 10Y | +604.7% | +1,772.4% | -1,167.7% | +263.7% |
| All | +104,095.6% | +10,808.2% | +93,287.3% | +29,960.8% |
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