-55.5%
FIS vs LII
+166.2%
-221.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -27.4% | +0.4% | -27.8% | -27.7% |
| 30D | -16.8% | -2.4% | -14.4% | -16.8% |
| 3M | -32.6% | -17.5% | -15.1% | -29.4% |
| 6M | -33.4% | -32.8% | -0.6% | -27.5% |
| YTD | -56.0% | -27.7% | -28.4% | -53.9% |
| 1Y | -55.1% | -28.1% | -27.0% | -52.8% |
| 3Y | -41.4% | -9.7% | -31.8% | -45.7% |
| 5Y | -72.7% | +19.5% | -92.2% | -78.0% |
| 10Y | -55.5% | +170.6% | -226.1% | -72.1% |
| All | -55.5% | +166.2% | -221.7% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling