+61.1%
LHX vs FICO
+3.0%
+58.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | -0.6% |
| 7D | -2.0% | -19.2% | +17.2% | -0.7% |
| 30D | -9.9% | -14.6% | +4.7% | -9.1% |
| 3M | -16.5% | -20.1% | +3.6% | -15.1% |
| 6M | -29.6% | -36.3% | +6.7% | -28.0% |
| YTD | -11.6% | -44.9% | +33.3% | -9.1% |
| 1Y | -4.1% | -38.6% | +34.5% | -1.9% |
| All | +61.1% | +3.0% | +58.2% | +54.5% |
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 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