+953.4%
FISV vs LII
+3,124.4%
-2,171.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.1% | -12.6% | +10.6% | +1.6% |
| 3M | -5.7% | -24.4% | +18.7% | +0.4% |
| 6M | -15.3% | -28.7% | +13.4% | -9.0% |
| YTD | -21.1% | -19.1% | -2.0% | -18.4% |
| 1Y | -61.1% | -29.7% | -31.4% | -58.1% |
| 3Y | -56.8% | +4.8% | -61.6% | -59.8% |
| 5Y | -54.2% | +24.6% | -78.7% | -60.1% |
| 10Y | +1.6% | +169.2% | -167.6% | -30.3% |
| All | +953.4% | +3,124.4% | -2,171.0% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling