-52.8%
FISV vs LTH
+150.5%
-203.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.9% |
| 30D | 0.0% | -5.3% | +5.3% | +1.0% |
| 3M | -2.8% | +19.0% | -21.8% | -5.8% |
| 6M | -11.8% | +55.8% | -67.6% | -19.4% |
| YTD | -23.2% | +56.1% | -79.3% | -29.9% |
| 1Y | -62.0% | +41.3% | -103.2% | -64.6% |
| 3Y | -57.6% | +156.6% | -214.3% | -65.2% |
| All | -52.8% | +150.5% | -203.2% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling