+901.5%
LITE vs FIS
-62.1%
+963.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +6.7% | -2.2% | +8.9% | +6.8% |
| 3M | -6.8% | +2.1% | -8.9% | -8.3% |
| 6M | +29.4% | -14.7% | +44.1% | +32.1% |
| YTD | +139.1% | -35.7% | +174.8% | +163.3% |
| 1Y | +521.0% | -37.1% | +558.1% | +585.1% |
| 3Y | +1,535.3% | -20.0% | +1,555.3% | +1,544.8% |
| All | +901.5% | -62.1% | +963.7% | +1,139.8% |
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 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