+1,533.3%
LITE vs FIS
-54.6%
+1,587.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.0% | +11.1% |
| 7D | -12.9% | -29.4% | +16.5% | -3.8% |
| 30D | -46.0% | -16.7% | -29.2% | -43.9% |
| 3M | -33.0% | -33.0% | -0.1% | -26.1% |
| 6M | -34.0% | -33.3% | -0.7% | -28.6% |
| YTD | +61.7% | -56.0% | +117.7% | +105.4% |
| 1Y | +148.3% | -54.6% | +202.9% | +210.4% |
| 3Y | +1,408.5% | -40.6% | +1,449.1% | +1,496.3% |
| 5Y | +546.2% | -71.9% | +618.1% | +863.1% |
| 10Y | +1,533.3% | -55.3% | +1,588.6% | +1,412.5% |
| All | +1,533.3% | -54.6% | +1,587.9% | +1,412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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