+42.8%
LRCX vs FICO
-57.1%
+99.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -4.8% |
| 7D | -12.8% | +0.4% | -13.2% | -12.7% |
| 30D | -36.0% | +1.7% | -37.6% | -35.3% |
| 3M | -30.2% | -33.0% | +2.8% | -36.2% |
| 6M | -14.2% | -33.9% | +19.7% | -24.0% |
| YTD | +29.7% | -58.5% | +88.3% | +15.1% |
| 1Y | +42.8% | -56.4% | +99.2% | +25.0% |
| All | +42.8% | -57.1% | +99.9% | +25.0% |
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