-70.8%
FIS vs LTH
+137.1%
-207.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | -16.7% | +15.7% | -32.4% | -19.6% |
| 3M | -32.3% | +5.0% | -37.3% | -33.4% |
| 6M | -29.1% | +37.7% | -66.7% | -34.3% |
| YTD | -54.1% | +75.0% | -129.2% | -60.1% |
| 1Y | -53.7% | +82.6% | -136.4% | -60.1% |
| 3Y | -38.8% | +241.3% | -280.2% | -56.3% |
| All | -70.8% | +137.1% | -207.9% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling