+221.6%
LRCX vs FICO
-24.3%
+245.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.2% |
| 7D | -16.2% | -0.9% | -15.2% | -16.2% |
| 30D | -39.2% | +3.3% | -42.5% | -39.3% |
| 3M | -34.4% | -31.7% | -2.7% | -34.1% |
| 6M | -32.4% | -34.0% | +1.5% | -34.6% |
| YTD | +17.4% | -58.3% | +75.8% | +26.4% |
| 1Y | +24.2% | -57.9% | +82.1% | +32.9% |
| 3Y | +221.6% | -24.1% | +245.6% | +125.4% |
| All | +221.6% | -24.3% | +245.8% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling