-37.1%
FIS vs LII
-28.2%
-8.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.1% |
| 30D | -2.2% | -12.6% | +10.4% | -2.7% |
| 3M | +2.1% | -24.4% | +26.6% | +0.9% |
| 6M | -14.7% | -28.7% | +14.0% | -14.8% |
| YTD | -35.7% | -19.1% | -16.6% | -37.2% |
| 1Y | -37.1% | -29.7% | -7.4% | -38.3% |
| All | -37.1% | -28.2% | -8.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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