+3,645.9%
LRCX vs FICO
+606.0%
+3,039.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.7% | +21.8% | +12.1% |
| 7D | +1.9% | -19.2% | +21.1% | +10.1% |
| 30D | +0.1% | -14.6% | +14.7% | +4.9% |
| 3M | -8.5% | -20.1% | +11.6% | -6.0% |
| 6M | +38.1% | -36.3% | +74.4% | +52.8% |
| YTD | +80.1% | -44.9% | +124.9% | +112.7% |
| 1Y | +208.1% | -38.6% | +246.7% | +232.3% |
| 3Y | +350.2% | +4.0% | +346.2% | +218.9% |
| 5Y | +430.7% | +99.5% | +331.1% | +131.7% |
| All | +3,645.9% | +606.0% | +3,039.9% | +531.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling