+57.3%
LLY vs FIS
-50.5%
+107.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.7% | +24.3% | +3.2% |
| 7D | +10.1% | -18.4% | +28.5% | +11.6% |
| 30D | +24.0% | -11.4% | +35.4% | +24.4% |
| 3M | +27.3% | -32.0% | +59.3% | +32.3% |
| 6M | +47.0% | -35.6% | +82.6% | +54.1% |
| YTD | +32.6% | -53.8% | +86.4% | +55.9% |
| 1Y | +57.3% | -51.1% | +108.4% | +80.1% |
| All | +57.3% | -50.5% | +107.9% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling