+222.0%
LHX vs FIS
-39.8%
+261.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | -7.9% | +3.6% | -2.2% |
| 30D | -15.1% | -8.0% | -7.2% | -13.4% |
| 3M | -21.0% | +0.6% | -21.6% | -21.6% |
| 6M | -32.0% | -22.2% | -9.8% | -28.0% |
| YTD | -15.3% | -40.8% | +25.5% | -3.7% |
| 1Y | -11.1% | -41.5% | +30.5% | +1.3% |
| 3Y | +54.0% | -25.5% | +79.5% | +59.9% |
| 5Y | +17.1% | -64.8% | +81.9% | +51.0% |
| All | +222.0% | -39.8% | +261.8% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling