-42.7%
FIS vs LH
+16.9%
-59.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -3.0% |
| 7D | -9.1% | -3.2% | -5.9% | -7.9% |
| 30D | -10.4% | +0.1% | -10.6% | -10.5% |
| 3M | -3.7% | +18.6% | -22.3% | -10.0% |
| 6M | -24.8% | +17.9% | -42.7% | -29.6% |
| YTD | -41.6% | +28.9% | -70.5% | -47.3% |
| 1Y | -42.7% | +16.6% | -59.4% | -46.6% |
| All | -42.7% | +16.9% | -59.6% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling