+376.5%
FIS vs LH
+938.2%
-561.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +1.1% | -2.5% | +3.5% | +2.0% |
| 30D | -2.2% | +4.3% | -6.6% | -3.7% |
| 3M | +2.1% | +25.5% | -23.4% | -5.7% |
| 6M | -14.7% | +17.0% | -31.6% | -19.4% |
| YTD | -35.7% | +31.3% | -67.0% | -41.8% |
| 1Y | -37.1% | +20.0% | -57.0% | -41.3% |
| 3Y | -20.0% | +63.9% | -83.9% | -33.8% |
| 5Y | -62.1% | +30.9% | -93.0% | -66.5% |
| 10Y | -37.4% | +191.4% | -228.8% | -59.0% |
| All | +376.5% | +938.2% | -561.7% | +141.4% |
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 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