-52.8%
FIS vs LTH
+90.2%
-142.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.7% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | -11.8% | +17.7% | -29.5% | -13.2% |
| 3M | -28.5% | +8.5% | -37.0% | -28.9% |
| 6M | -27.0% | +46.9% | -74.0% | -29.6% |
| YTD | -53.1% | +78.8% | -131.9% | -56.1% |
| 1Y | -52.8% | +84.9% | -137.7% | -56.3% |
| All | -52.8% | +90.2% | -142.9% | -56.3% |
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