-55.8%
FISV vs LH
+23.7%
-79.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +2.4% |
| 7D | -7.2% | -7.4% | +0.2% | -4.2% |
| 30D | -7.2% | -4.6% | -2.6% | -5.4% |
| 3M | -8.2% | +14.5% | -22.7% | -13.6% |
| 6M | -17.7% | +14.8% | -32.5% | -22.7% |
| YTD | -27.2% | +23.3% | -50.4% | -33.9% |
| 1Y | -63.0% | +13.6% | -76.6% | -64.9% |
| 3Y | -59.8% | +56.3% | -116.1% | -66.7% |
| 5Y | -55.8% | +25.2% | -81.0% | -63.3% |
| All | -55.8% | +23.7% | -79.5% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling