-63.3%
FIS vs LTH
+156.3%
-219.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.5% |
| 7D | -3.5% | +1.5% | -5.0% | -3.7% |
| 30D | -7.8% | -3.1% | -4.8% | -7.2% |
| 3M | +0.8% | +28.1% | -27.3% | -4.5% |
| 6M | -21.9% | +67.4% | -89.3% | -30.9% |
| YTD | -39.5% | +59.8% | -99.3% | -45.9% |
| 1Y | -41.0% | +45.6% | -86.6% | -46.2% |
| 3Y | -23.6% | +162.0% | -185.6% | -41.6% |
| All | -63.3% | +156.3% | -219.6% | -73.4% |
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