+2,479.7%
LRCX vs FICO
+544.0%
+1,935.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.7% | +9.4% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -30.6% | +8.4% | -39.0% | -33.8% |
| 3M | -28.8% | -30.5% | +1.7% | -22.9% |
| 6M | -24.6% | -35.7% | +11.1% | -20.5% |
| YTD | +29.7% | -57.2% | +86.9% | +61.3% |
| 1Y | +39.5% | -58.4% | +97.9% | +75.8% |
| 3Y | +248.9% | -24.8% | +273.7% | +174.1% |
| 5Y | +274.3% | +79.3% | +195.1% | +55.4% |
| 10Y | +2,479.7% | +531.6% | +1,948.1% | +316.0% |
| All | +2,479.7% | +544.0% | +1,935.8% | +316.0% |
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 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