-3.0%
FISV vs LII
+163.1%
-166.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.6% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | -6.8% | -11.2% | +4.4% | -3.3% |
| 3M | -10.0% | -28.8% | +18.8% | -1.7% |
| 6M | -20.6% | -26.9% | +6.3% | -14.9% |
| YTD | -27.6% | -22.2% | -5.4% | -24.4% |
| 1Y | -64.3% | -32.0% | -32.4% | -60.9% |
| 3Y | -60.0% | -0.4% | -59.5% | -63.9% |
| 5Y | -57.7% | +22.4% | -80.1% | -66.1% |
| 10Y | -3.0% | +171.4% | -174.4% | -44.3% |
| All | -3.0% | +163.1% | -166.1% | -44.3% |
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 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