+208.1%
LRCX vs FICO
-39.1%
+247.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.7% | +21.8% | +1.4% |
| 7D | +1.9% | -19.2% | +21.1% | -2.4% |
| 30D | +0.1% | -14.6% | +14.7% | -2.8% |
| 3M | -8.5% | -20.1% | +11.6% | -13.2% |
| 6M | +38.1% | -36.3% | +74.4% | +32.8% |
| YTD | +80.1% | -44.9% | +124.9% | +76.4% |
| 1Y | +208.1% | -38.6% | +246.7% | +194.3% |
| All | +208.1% | -39.1% | +247.1% | +194.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling