+562.5%
LITE vs FIS
-71.2%
+633.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.6% | -5.0% |
| 7D | +10.8% | +2.8% | +8.0% | +10.4% |
| 30D | -33.4% | -16.7% | -16.7% | -32.4% |
| 3M | -32.2% | -32.3% | +0.1% | -29.4% |
| 6M | -42.1% | -29.1% | -13.0% | -40.8% |
| YTD | +61.9% | -54.1% | +116.0% | +84.7% |
| 1Y | +163.0% | -53.7% | +216.7% | +198.9% |
| 3Y | +1,358.0% | -38.8% | +1,396.9% | +1,383.9% |
| All | +562.5% | -71.2% | +633.7% | +740.1% |
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