-65.6%
FIS vs LH
+31.3%
-96.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.6% |
| 7D | -3.5% | -0.8% | -2.6% | -3.1% |
| 30D | -7.8% | +2.0% | -9.8% | -8.6% |
| 3M | +0.8% | +24.3% | -23.4% | -8.0% |
| 6M | -21.9% | +21.1% | -43.0% | -28.0% |
| YTD | -39.5% | +30.4% | -69.9% | -46.2% |
| 1Y | -41.0% | +18.4% | -59.4% | -45.4% |
| 3Y | -23.6% | +65.5% | -89.1% | -40.3% |
| 5Y | -65.6% | +29.9% | -95.5% | -72.4% |
| All | -65.6% | +31.3% | -96.9% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling