+2,331.0%
LITE vs FIS
-38.3%
+2,369.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | -6.8% | +2.1% | -8.9% | -9.9% |
| 6M | +29.4% | -14.7% | +44.1% | +33.0% |
| YTD | +139.1% | -35.7% | +174.8% | +176.0% |
| 1Y | +521.0% | -37.1% | +558.1% | +618.4% |
| 3Y | +1,535.3% | -20.0% | +1,555.3% | +1,535.2% |
| 5Y | +889.8% | -62.1% | +952.0% | +1,308.0% |
| All | +2,331.0% | -38.3% | +2,369.4% | +1,859.8% |
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