-43.7%
FISV vs LTH
+174.8%
-218.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.0% |
| 7D | -2.0% | -4.6% | +2.7% | -1.1% |
| 30D | +31.8% | +14.8% | +17.0% | +28.6% |
| 3M | +19.3% | +3.9% | +15.4% | +18.3% |
| 6M | +12.1% | +35.5% | -23.4% | +5.8% |
| YTD | -8.4% | +71.3% | -79.8% | -17.9% |
| 1Y | -4.5% | +75.7% | -80.2% | -14.9% |
| 3Y | -49.4% | +231.9% | -281.3% | -60.2% |
| 5Y | -39.0% | +130.5% | -169.5% | -53.9% |
| All | -43.7% | +174.8% | -218.5% | -55.6% |
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