+49.3%
LYB vs FICO
+647.8%
-598.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.5% | -1.4% |
| 7D | -3.1% | -10.6% | +7.5% | -0.8% |
| 30D | +4.0% | -6.3% | +10.4% | +5.0% |
| 3M | +2.4% | -19.7% | +22.2% | +6.3% |
| 6M | -1.4% | -31.8% | +30.3% | +5.2% |
| YTD | +53.9% | -41.8% | +95.8% | +71.5% |
| 1Y | +26.1% | -36.4% | +62.5% | +35.3% |
| 3Y | -21.0% | +9.3% | -30.3% | -34.0% |
| 5Y | -0.7% | +113.0% | -113.7% | -39.2% |
| 10Y | +49.3% | +665.4% | -616.2% | -45.0% |
| All | +49.3% | +647.8% | -598.6% | -45.0% |
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 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