+446.3%
LRCX vs FICO
+99.8%
+346.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -16.7% | +21.8% | +8.7% |
| 7D | +1.9% | -19.2% | +21.1% | +6.2% |
| 30D | +0.1% | -14.6% | +14.7% | +2.6% |
| 3M | -8.5% | -20.1% | +11.6% | -7.8% |
| 6M | +38.1% | -36.3% | +74.4% | +47.5% |
| YTD | +80.1% | -44.9% | +124.9% | +102.3% |
| 1Y | +208.1% | -38.6% | +246.7% | +223.5% |
| 3Y | +350.2% | +4.0% | +346.2% | +239.5% |
| All | +446.3% | +99.8% | +346.5% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling