-71.1%
FIS vs LII
+20.3%
-91.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.5% |
| 7D | +1.5% | -2.3% | +3.8% | +2.0% |
| 30D | -11.8% | -1.7% | -10.1% | -11.9% |
| 3M | -28.5% | -18.3% | -10.3% | -25.7% |
| 6M | -27.0% | -32.3% | +5.3% | -22.2% |
| YTD | -53.1% | -27.1% | -26.0% | -51.6% |
| 1Y | -52.8% | -27.2% | -25.6% | -51.2% |
| 3Y | -37.5% | -8.9% | -28.5% | -43.3% |
| 5Y | -71.1% | +19.7% | -90.7% | -78.7% |
| All | -71.1% | +20.3% | -91.3% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling