+146.1%
LITE vs FIS
-55.3%
+201.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -6.1% |
| 7D | +22.6% | -3.5% | +26.1% | +20.4% |
| 30D | -36.8% | -19.4% | -17.3% | -40.1% |
| 3M | -33.0% | -31.6% | -1.4% | -43.1% |
| 6M | -37.1% | -32.5% | -4.5% | -45.2% |
| YTD | +69.5% | -56.0% | +125.4% | +23.5% |
| 1Y | +146.1% | -55.5% | +201.7% | +79.2% |
| All | +146.1% | -55.3% | +201.4% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling