+5,083.9%
LITE vs FIS
-20.0%
+5,103.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | -6.8% | +2.1% | -8.9% | -9.7% |
| 6M | +29.4% | -14.7% | +44.1% | +32.8% |
| YTD | +139.1% | -35.7% | +174.8% | +173.1% |
| 1Y | +521.0% | -37.1% | +558.1% | +610.9% |
| 3Y | +1,535.3% | -20.0% | +1,555.3% | +1,542.2% |
| 5Y | +889.8% | -62.1% | +952.0% | +1,255.4% |
| 10Y | +2,400.7% | -37.4% | +2,438.1% | +2,673.1% |
| All | +5,083.9% | -20.0% | +5,103.8% | +5,699.2% |
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