+34.2%
LYB vs FICO
+544.1%
-509.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -0.6% | +4.0% | -4.6% | -1.5% |
| 30D | +5.3% | -1.5% | +6.8% | +5.3% |
| 3M | -1.2% | -29.8% | +28.6% | +4.7% |
| 6M | -13.1% | -33.3% | +20.1% | -8.2% |
| YTD | +49.3% | -56.9% | +106.2% | +75.1% |
| 1Y | +51.8% | -59.5% | +111.3% | +81.0% |
| 3Y | -18.9% | -26.9% | +8.0% | -25.6% |
| 5Y | -6.9% | +92.9% | -99.8% | -45.2% |
| 10Y | +34.2% | +539.5% | -505.3% | -47.1% |
| All | +34.2% | +544.1% | -509.9% | -47.1% |
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