+2,547.4%
LRCX vs FICO
+535.6%
+2,011.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -30.3% | +9.4% | -39.7% | -33.7% |
| 3M | -27.3% | -30.4% | +3.1% | -21.3% |
| 6M | -24.2% | -35.1% | +10.9% | -20.4% |
| YTD | +30.3% | -56.8% | +87.1% | +61.5% |
| 1Y | +34.3% | -58.4% | +92.7% | +69.4% |
| 3Y | +232.6% | -26.7% | +259.3% | +166.2% |
| 5Y | +286.2% | +88.0% | +198.2% | +55.5% |
| 10Y | +2,547.4% | +545.7% | +2,001.7% | +327.1% |
| All | +2,547.4% | +535.6% | +2,011.9% | +327.1% |
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