+259.1%
LRCX vs FICO
-27.0%
+286.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +6.5% | +4.0% | +2.6% | +6.5% |
| 30D | -23.8% | -1.5% | -22.3% | -23.9% |
| 3M | -24.2% | -29.8% | +5.6% | -23.9% |
| 6M | -20.2% | -33.3% | +13.1% | -22.3% |
| YTD | +38.2% | -56.9% | +95.1% | +48.6% |
| 1Y | +48.9% | -59.5% | +108.3% | +62.9% |
| All | +259.1% | -27.0% | +286.1% | +184.8% |
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