-51.1%
FIS vs LTH
+84.0%
-135.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.3% | -30.0% | -23.7% |
| 7D | -18.4% | +9.9% | -28.3% | -18.9% |
| 30D | -11.4% | +18.3% | -29.7% | -12.8% |
| 3M | -32.0% | +5.9% | -37.9% | -32.1% |
| 6M | -35.6% | +80.3% | -115.9% | -40.3% |
| YTD | -53.8% | +78.3% | -132.1% | -56.3% |
| 1Y | -51.1% | +81.0% | -132.1% | -53.9% |
| All | -51.1% | +84.0% | -135.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling