+55.8%
LHX vs FIS
-25.6%
+81.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -8.9% | +4.1% | -3.6% |
| 30D | -12.7% | -9.9% | -2.8% | -11.6% |
| 3M | -17.6% | 0.0% | -17.6% | -18.0% |
| 6M | -30.7% | -22.9% | -7.8% | -28.5% |
| YTD | -14.3% | -40.9% | +26.5% | -7.8% |
| 1Y | -8.4% | -40.4% | +32.0% | -1.6% |
| All | +55.8% | -25.6% | +81.4% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling