-39.8%
FIS vs LTH
+268.4%
-308.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -25.5% | +4.5% | -30.0% | -26.1% |
| 30D | -15.1% | +16.3% | -31.4% | -17.2% |
| 3M | -32.1% | +8.4% | -40.5% | -33.1% |
| 6M | -36.1% | +40.3% | -76.3% | -39.5% |
| YTD | -55.4% | +77.3% | -132.7% | -59.6% |
| 1Y | -53.9% | +88.0% | -141.8% | -58.7% |
| 3Y | -39.8% | +274.3% | -314.0% | -51.9% |
| All | -39.8% | +268.4% | -308.2% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling