+10,433.2%
FISV vs LH
+1,372.9%
+9,060.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | -3.0% | +2.0% | -5.0% | -3.3% |
| 3M | -3.5% | +24.3% | -27.8% | -7.0% |
| 6M | -19.4% | +21.1% | -40.5% | -22.0% |
| YTD | -24.3% | +30.4% | -54.7% | -27.7% |
| 1Y | -62.4% | +18.4% | -80.8% | -63.3% |
| 3Y | -58.2% | +65.5% | -123.6% | -61.6% |
| 5Y | -56.5% | +29.9% | -86.4% | -58.7% |
| 10Y | -0.5% | +186.6% | -187.2% | -17.0% |
| All | +10,433.2% | +1,372.9% | +9,060.3% | +6,747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling