+1,402.3%
LITE vs FIS
-54.4%
+1,456.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.4% |
| 7D | -35.9% | -25.5% | -10.5% | -30.6% |
| 30D | -51.5% | -15.1% | -36.5% | -50.0% |
| 3M | -35.7% | -32.1% | -3.6% | -29.3% |
| 6M | -43.0% | -36.1% | -6.9% | -37.2% |
| YTD | +46.1% | -55.4% | +101.5% | +84.9% |
| 1Y | +124.7% | -53.9% | +178.6% | +179.6% |
| 3Y | +1,172.1% | -39.8% | +1,211.8% | +1,241.2% |
| 5Y | +477.0% | -71.1% | +548.1% | +747.7% |
| All | +1,402.3% | -54.4% | +1,456.8% | +1,286.3% |
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