+3,099.4%
LHX vs FIS
+346.5%
+2,752.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.7% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | -10.4% | -7.8% | -2.5% | -8.1% |
| 3M | -14.9% | +0.8% | -15.8% | -15.8% |
| 6M | -29.6% | -21.9% | -7.7% | -24.5% |
| YTD | -11.8% | -39.5% | +27.7% | +2.6% |
| 1Y | -5.1% | -41.0% | +35.9% | +11.0% |
| 3Y | +61.3% | -23.6% | +84.9% | +68.3% |
| 5Y | +22.4% | -65.6% | +88.0% | +60.4% |
| 10Y | +232.2% | -40.2% | +272.4% | +243.3% |
| All | +3,099.4% | +346.5% | +2,752.9% | +1,664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling