-4.5%
LHX vs FICO
-39.1%
+34.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | -0.9% |
| 7D | -2.4% | -19.2% | +16.8% | -0.9% |
| 30D | -10.4% | -14.6% | +4.2% | -9.4% |
| 3M | -16.9% | -20.1% | +3.2% | -14.9% |
| 6M | -29.9% | -36.3% | +6.4% | -28.4% |
| YTD | -12.0% | -44.9% | +32.9% | -10.2% |
| 1Y | -4.5% | -38.6% | +34.1% | -1.1% |
| All | -4.5% | -39.1% | +34.5% | -1.1% |
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