+36.0%
LHX vs FICO
+91.4%
-55.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.8% | +2.2% | +2.6% | +4.6% |
| 30D | +14.7% | +0.1% | +14.6% | +14.5% |
| 3M | -5.1% | -35.2% | +30.0% | -2.3% |
| 6M | -9.9% | -32.4% | +22.5% | -7.5% |
| YTD | -6.1% | -57.4% | +51.3% | -0.4% |
| 1Y | -4.0% | -58.5% | +54.6% | +2.0% |
| 3Y | +56.9% | -28.9% | +85.8% | +53.8% |
| All | +36.0% | +91.4% | -55.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling