+630.9%
LYB vs FICO
+3,638.4%
-3,007.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +3.2% |
| 7D | -0.2% | -19.2% | +18.9% | +6.0% |
| 30D | +8.7% | -14.6% | +23.3% | +13.1% |
| 3M | -3.0% | -20.1% | +17.1% | +1.6% |
| 6M | +4.7% | -36.3% | +41.0% | +15.6% |
| YTD | +51.6% | -44.9% | +96.4% | +74.8% |
| 1Y | +24.4% | -38.6% | +63.0% | +36.3% |
| 3Y | -23.5% | +4.0% | -27.5% | -36.2% |
| 5Y | -6.5% | +99.5% | -106.0% | -44.2% |
| 10Y | +40.5% | +604.7% | -564.2% | -56.0% |
| All | +630.9% | +3,638.4% | -3,007.5% | -10.7% |
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