+232.2%
LHX vs FICO
+607.5%
-375.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | -15.4% | +12.9% | +0.2% |
| 30D | -10.4% | -10.4% | 0.0% | -9.0% |
| 3M | -14.9% | -22.7% | +7.8% | -11.6% |
| 6M | -29.6% | -36.8% | +7.1% | -24.8% |
| YTD | -11.8% | -44.8% | +33.0% | -3.6% |
| 1Y | -5.1% | -39.3% | +34.2% | +0.9% |
| 3Y | +61.3% | +3.7% | +57.6% | +45.3% |
| 5Y | +22.4% | +101.7% | -79.3% | -10.2% |
| 10Y | +232.2% | +602.8% | -370.5% | +56.5% |
| All | +232.2% | +607.5% | -375.3% | +56.5% |
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