-41.6%
FISV vs LTH
+180.7%
-222.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +3.3% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | +38.4% | +15.7% | +22.8% | +34.9% |
| 3M | +14.9% | +5.0% | +9.9% | +13.8% |
| 6M | +21.8% | +37.7% | -15.9% | +14.7% |
| YTD | -5.0% | +75.0% | -80.1% | -15.2% |
| 1Y | -1.2% | +82.6% | -83.8% | -12.6% |
| 3Y | -47.5% | +241.3% | -288.8% | -58.9% |
| 5Y | -36.7% | +135.4% | -172.2% | -52.4% |
| All | -41.6% | +180.7% | -222.4% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling