+51.5%
LHX vs FICO
-24.3%
+75.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -6.4% | -0.9% | -5.4% | -6.3% |
| 30D | +11.2% | +3.3% | +7.9% | +10.8% |
| 3M | -9.8% | -31.7% | +21.9% | -8.3% |
| 6M | -13.2% | -34.0% | +20.7% | -11.1% |
| YTD | -10.4% | -58.3% | +47.9% | -7.1% |
| 1Y | -7.3% | -57.9% | +50.6% | -3.9% |
| 3Y | +51.5% | -24.1% | +75.5% | +53.9% |
| All | +51.5% | -24.3% | +75.7% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling