+29.4%
LITE vs FICO
-35.4%
+64.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -16.7% | +20.7% | -4.5% |
| 7D | -1.5% | -19.2% | +17.6% | -11.2% |
| 30D | +6.7% | -14.6% | +21.2% | +0.2% |
| 3M | -6.8% | -20.1% | +13.3% | -14.6% |
| 6M | +29.4% | -36.3% | +65.8% | +7.8% |
| All | +29.4% | -35.4% | +64.8% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling