+2,898.2%
LITE vs FIS
-43.2%
+2,941.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.2% | -17.4% | -18.3% |
| 7D | -44.6% | -21.2% | -23.4% | -41.2% |
| 30D | -55.0% | -12.1% | -43.0% | -54.1% |
| 3M | -38.3% | -30.6% | -7.7% | -32.8% |
| 6M | -48.8% | -35.5% | -13.3% | -43.8% |
| YTD | +38.3% | -54.4% | +92.7% | +71.7% |
| 1Y | +119.0% | -52.9% | +171.9% | +167.9% |
| 3Y | +1,092.0% | -38.7% | +1,130.7% | +1,155.6% |
| 5Y | +446.1% | -70.4% | +516.5% | +674.3% |
| 10Y | +1,381.7% | -52.8% | +1,434.5% | +1,677.7% |
| All | +2,898.2% | -43.2% | +2,941.4% | +3,546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling