-71.1%
FIS vs LH
+61.0%
-132.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | -11.8% | +18.0% | -29.8% | -18.0% |
| 3M | -28.5% | +15.7% | -44.2% | -33.1% |
| 6M | -27.0% | +46.6% | -73.7% | -38.3% |
| YTD | -53.1% | +49.5% | -102.6% | -60.8% |
| 1Y | -52.8% | +40.2% | -92.9% | -59.4% |
| 3Y | -37.5% | +87.6% | -125.1% | -53.8% |
| 5Y | -71.1% | +59.3% | -130.3% | -79.0% |
| All | -71.1% | +61.0% | -132.1% | -79.0% |
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