+2,050.0%
LLY vs FIS
-52.2%
+2,102.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -1.0% |
| 7D | +1.4% | +1.5% | -0.2% | +1.0% |
| 30D | +21.5% | -11.8% | +33.4% | +23.3% |
| 3M | +18.5% | -28.5% | +47.0% | +25.3% |
| 6M | +49.1% | -27.0% | +76.1% | +56.5% |
| YTD | +34.4% | -53.1% | +87.5% | +54.4% |
| 1Y | +46.3% | -52.8% | +99.1% | +67.7% |
| 3Y | +145.5% | -37.5% | +183.0% | +164.8% |
| 5Y | +472.7% | -71.1% | +543.8% | +621.6% |
| 10Y | +2,050.0% | -52.0% | +2,102.0% | +2,325.4% |
| All | +2,050.0% | -52.2% | +2,102.2% | +2,325.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling