+223.3%
LHX vs FICO
+544.0%
-320.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +4.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +14.5% | +8.4% | +6.1% | +12.6% |
| 3M | -4.9% | -30.5% | +25.6% | -0.5% |
| 6M | -8.6% | -35.7% | +27.1% | -3.6% |
| YTD | -6.4% | -57.2% | +50.8% | +5.3% |
| 1Y | -5.1% | -58.4% | +53.3% | +7.3% |
| 3Y | +59.1% | -24.8% | +83.9% | +50.3% |
| 5Y | +33.4% | +79.3% | -45.8% | -3.1% |
| 10Y | +223.3% | +531.6% | -308.3% | +48.4% |
| All | +223.3% | +544.0% | -320.6% | +48.4% |
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 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