+7,700.9%
LHX vs FICO
+104,095.6%
-96,394.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +0.9% |
| 7D | -2.0% | -19.2% | +17.2% | +1.1% |
| 30D | -9.9% | -14.6% | +4.7% | -8.1% |
| 3M | -16.5% | -20.1% | +3.6% | -14.2% |
| 6M | -29.6% | -36.3% | +6.7% | -25.6% |
| YTD | -11.6% | -44.9% | +33.3% | -4.8% |
| 1Y | -4.1% | -38.6% | +34.5% | +0.9% |
| 3Y | +53.3% | +4.0% | +49.3% | +44.6% |
| 5Y | +22.3% | +99.5% | -77.3% | +1.5% |
| 10Y | +231.9% | +604.7% | -372.8% | +121.0% |
| All | +7,700.9% | +104,095.6% | -96,394.6% | +3,468.6% |
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