-9.3%
LHX vs FICO
-57.1%
+47.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.2% | -6.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +9.7% | +1.7% | +8.0% | +9.2% |
| 3M | -8.5% | -33.0% | +24.5% | -5.8% |
| 6M | -15.1% | -33.9% | +18.8% | -11.5% |
| YTD | -10.4% | -58.5% | +48.1% | -1.7% |
| 1Y | -9.3% | -56.4% | +47.1% | -2.4% |
| All | -9.3% | -57.1% | +47.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling