-40.7%
FIS vs LH
+179.1%
-219.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +3.1% |
| 7D | -8.9% | -7.4% | -1.5% | -5.8% |
| 30D | -9.9% | -4.6% | -5.3% | -8.2% |
| 3M | 0.0% | +14.5% | -14.5% | -6.0% |
| 6M | -22.9% | +14.8% | -37.7% | -27.6% |
| YTD | -40.9% | +23.3% | -64.1% | -46.4% |
| 1Y | -40.4% | +13.6% | -54.0% | -44.2% |
| 3Y | -25.4% | +56.3% | -81.7% | -40.5% |
| 5Y | -64.8% | +25.2% | -90.0% | -69.5% |
| All | -40.7% | +179.1% | -219.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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