-52.0%
FIS vs LH
+263.2%
-315.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | +1.2% | +0.3% | +1.0% |
| 30D | -11.8% | +18.0% | -29.8% | -18.6% |
| 3M | -28.5% | +15.7% | -44.2% | -33.6% |
| 6M | -27.0% | +46.6% | -73.7% | -39.1% |
| YTD | -53.1% | +49.5% | -102.6% | -61.3% |
| 1Y | -52.8% | +40.2% | -92.9% | -59.9% |
| 3Y | -37.5% | +87.6% | -125.1% | -54.5% |
| 5Y | -71.1% | +59.3% | -130.3% | -77.7% |
| 10Y | -52.0% | +266.1% | -318.1% | -74.6% |
| All | -52.0% | +263.2% | -315.2% | -74.6% |
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