+220,578.8%
LRCX vs FICO
+80,079.1%
+140,499.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +26.2% | +1.4% | +24.8% | +25.8% |
| 30D | -22.4% | -0.8% | -21.6% | -22.8% |
| 3M | -28.2% | -31.3% | +3.1% | -23.7% |
| 6M | -19.0% | -33.9% | +14.9% | -15.7% |
| YTD | +37.0% | -57.6% | +94.5% | +58.3% |
| 1Y | +45.5% | -59.7% | +105.1% | +70.5% |
| 3Y | +249.7% | -28.0% | +277.7% | +232.2% |
| 5Y | +293.9% | +91.0% | +202.9% | +175.7% |
| 10Y | +2,639.6% | +529.4% | +2,110.2% | +1,331.5% |
| All | +220,578.8% | +80,079.1% | +140,499.7% | +47,999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling