+239.9%
FIS vs LH
+1,076.6%
-836.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +2.8% | +1.1% | +1.8% | +2.4% |
| 30D | -16.7% | +16.7% | -33.5% | -21.5% |
| 3M | -32.3% | +15.1% | -47.4% | -36.0% |
| 6M | -29.1% | +46.3% | -75.4% | -38.4% |
| YTD | -54.1% | +48.8% | -102.9% | -60.5% |
| 1Y | -53.7% | +39.7% | -93.4% | -59.3% |
| 3Y | -38.8% | +87.0% | -125.9% | -52.0% |
| 5Y | -71.1% | +53.0% | -124.1% | -75.9% |
| 10Y | -53.1% | +264.3% | -317.4% | -71.5% |
| All | +239.9% | +1,076.6% | -836.7% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling