+124.7%
LITE vs FIS
-54.2%
+178.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +4.6% |
| 7D | -35.9% | -25.5% | -10.5% | -43.8% |
| 30D | -51.5% | -15.1% | -36.5% | -52.2% |
| 3M | -35.7% | -32.1% | -3.6% | -45.6% |
| 6M | -43.0% | -36.1% | -6.9% | -50.9% |
| YTD | +46.1% | -55.4% | +101.5% | +8.6% |
| 1Y | +124.7% | -53.9% | +178.6% | +65.8% |
| All | +124.7% | -54.2% | +178.9% | +65.8% |
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 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