+7,805.6%
LHX vs FICO
+78,645.2%
-70,839.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.4% | -0.9% | -5.4% | -6.2% |
| 30D | +11.2% | +3.3% | +7.9% | +10.3% |
| 3M | -9.8% | -31.7% | +21.9% | -5.9% |
| 6M | -13.2% | -34.0% | +20.7% | -9.5% |
| YTD | -10.4% | -58.3% | +47.9% | -0.6% |
| 1Y | -7.3% | -57.9% | +50.6% | +2.6% |
| 3Y | +51.5% | -24.1% | +75.5% | +48.3% |
| 5Y | +28.2% | +85.3% | -57.1% | +6.1% |
| 10Y | +232.4% | +520.3% | -287.9% | +123.1% |
| All | +7,805.6% | +78,645.2% | -70,839.6% | +3,627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling