-23.6%
FIS vs LH
+64.5%
-88.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -3.5% | -0.8% | -2.6% | -3.2% |
| 30D | -7.8% | +2.0% | -9.8% | -8.5% |
| 3M | +0.8% | +24.3% | -23.4% | -6.3% |
| 6M | -21.9% | +21.1% | -43.0% | -26.8% |
| YTD | -39.5% | +30.4% | -69.9% | -44.8% |
| 1Y | -41.0% | +18.4% | -59.4% | -44.6% |
| 3Y | -23.6% | +65.5% | -89.1% | -35.7% |
| All | -23.6% | +64.5% | -88.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling