-54.5%
FIS vs LII
+162.0%
-216.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.7% |
| 7D | -25.5% | -0.6% | -24.9% | -25.6% |
| 30D | -15.1% | -4.6% | -10.5% | -14.5% |
| 3M | -32.1% | -21.2% | -10.9% | -28.0% |
| 6M | -36.1% | -36.4% | +0.4% | -29.2% |
| YTD | -55.4% | -28.9% | -26.5% | -53.0% |
| 1Y | -53.9% | -29.5% | -24.4% | -51.3% |
| 3Y | -39.8% | -8.6% | -31.2% | -44.5% |
| 5Y | -71.1% | +20.2% | -91.3% | -76.8% |
| All | -54.5% | +162.0% | -216.4% | -71.2% |
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