-73.3%
FIS vs LTH
+174.8%
-248.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -2.0% | -5.3% |
| 7D | -3.5% | -4.6% | +1.1% | -2.6% |
| 30D | -19.4% | +14.8% | -34.3% | -22.1% |
| 3M | -31.6% | +3.9% | -35.5% | -32.5% |
| 6M | -32.5% | +35.5% | -68.0% | -37.3% |
| YTD | -56.0% | +71.3% | -127.3% | -61.4% |
| 1Y | -55.5% | +75.7% | -131.2% | -61.3% |
| 3Y | -41.3% | +231.9% | -273.2% | -57.4% |
| 5Y | -72.3% | +130.5% | -202.7% | -80.6% |
| All | -73.3% | +174.8% | -248.1% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling