+222.4%
LHX vs FICO
+544.1%
-321.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +6.5% | +4.0% | +2.5% | +5.8% |
| 30D | +16.1% | -1.5% | +17.6% | +16.1% |
| 3M | -2.8% | -29.8% | +27.0% | +1.4% |
| 6M | -7.7% | -33.3% | +25.5% | -3.2% |
| YTD | -4.6% | -56.9% | +52.3% | +7.2% |
| 1Y | -6.8% | -59.5% | +52.7% | +5.9% |
| 3Y | +60.8% | -26.9% | +87.7% | +53.1% |
| 5Y | +39.5% | +92.9% | -53.4% | -0.9% |
| 10Y | +222.4% | +539.5% | -317.1% | +46.0% |
| All | +222.4% | +544.1% | -321.7% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling