+490.8%
LITE vs FIS
-71.2%
+562.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.9% |
| 7D | -35.9% | -25.5% | -10.5% | -34.0% |
| 30D | -51.5% | -15.1% | -36.5% | -50.9% |
| 3M | -35.7% | -32.1% | -3.6% | -33.3% |
| 6M | -43.0% | -36.1% | -6.9% | -40.5% |
| YTD | +46.1% | -55.4% | +101.5% | +67.1% |
| 1Y | +124.7% | -53.9% | +178.6% | +154.1% |
| 3Y | +1,172.1% | -39.8% | +1,211.8% | +1,194.4% |
| All | +490.8% | -71.2% | +562.0% | +643.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling