+10.1%
LOW vs FICO
+88.0%
-77.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.0% | +4.0% | -3.0% | +0.3% |
| 30D | +25.6% | -1.5% | +27.1% | +25.6% |
| 3M | +5.3% | -29.8% | +35.1% | +10.4% |
| 6M | +3.7% | -33.3% | +37.0% | +8.9% |
| YTD | -1.9% | -56.9% | +55.0% | +12.4% |
| 1Y | +0.6% | -59.5% | +60.0% | +16.9% |
| 3Y | +26.4% | -26.9% | +53.3% | +16.5% |
| 5Y | +10.1% | +92.9% | -82.8% | -25.8% |
| All | +10.1% | +88.0% | -77.8% | -25.8% |
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 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