-4.5%
LHX vs FIS
-37.2%
+32.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | -2.4% | +1.1% | -3.5% | -2.5% |
| 30D | -10.4% | -2.2% | -8.2% | -10.2% |
| 3M | -16.9% | +2.1% | -19.0% | -17.2% |
| 6M | -29.9% | -14.7% | -15.3% | -29.4% |
| YTD | -12.0% | -35.7% | +23.7% | -8.6% |
| 1Y | -4.5% | -37.1% | +32.5% | -0.4% |
| All | -4.5% | -37.2% | +32.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling