-73.3%
FIS vs LTH
+183.0%
-256.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -29.4% | +7.0% | -36.4% | -30.7% |
| 30D | -16.7% | +15.4% | -32.2% | -19.6% |
| 3M | -33.0% | +7.0% | -40.0% | -34.3% |
| 6M | -33.3% | +46.9% | -80.2% | -39.1% |
| YTD | -56.0% | +76.4% | -132.4% | -61.7% |
| 1Y | -54.6% | +83.7% | -138.3% | -60.8% |
| 3Y | -40.6% | +248.9% | -289.5% | -57.4% |
| 5Y | -71.9% | +141.8% | -213.8% | -80.4% |
| All | -73.3% | +183.0% | -256.3% | -81.2% |
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