+12.1%
FISV vs LTH
+40.2%
-28.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.2% |
| 7D | -2.0% | -4.6% | +2.7% | -1.3% |
| 30D | +31.8% | +14.8% | +17.0% | +30.8% |
| 3M | +19.3% | +3.9% | +15.4% | +18.9% |
| 6M | +12.1% | +35.5% | -23.4% | +23.3% |
| All | +12.1% | +40.2% | -28.1% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling