-55.3%
FIS vs LII
+170.7%
-226.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | -29.4% | -1.2% | -28.2% | -29.4% |
| 30D | -16.7% | -2.0% | -14.8% | -16.8% |
| 3M | -33.0% | -20.2% | -12.7% | -29.2% |
| 6M | -33.3% | -32.5% | -0.8% | -27.5% |
| YTD | -56.0% | -27.4% | -28.6% | -53.9% |
| 1Y | -54.6% | -28.2% | -26.4% | -52.3% |
| 3Y | -40.6% | -7.2% | -33.4% | -45.5% |
| 5Y | -71.9% | +19.9% | -91.8% | -77.4% |
| 10Y | -55.3% | +168.6% | -224.0% | -72.0% |
| All | -55.3% | +170.7% | -226.1% | -72.0% |
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