+2.0%
FISV vs LH
+183.3%
-181.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.7% |
| 7D | -2.7% | -4.7% | +2.0% | -0.5% |
| 30D | 0.0% | -3.5% | +3.5% | +1.6% |
| 3M | -2.8% | +17.7% | -20.5% | -10.0% |
| 6M | -11.8% | +15.8% | -27.6% | -17.9% |
| YTD | -23.2% | +25.1% | -48.3% | -31.2% |
| 1Y | -62.0% | +12.5% | -74.5% | -63.9% |
| 3Y | -57.6% | +59.8% | -117.4% | -66.2% |
| 5Y | -53.4% | +27.1% | -80.5% | -59.6% |
| All | +2.0% | +183.3% | -181.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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