+47.0%
LLY vs FIS
-54.5%
+101.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.4% |
| 7D | +0.1% | -29.4% | +29.5% | +3.6% |
| 30D | +19.7% | -16.7% | +36.5% | +20.9% |
| 3M | +19.3% | -33.0% | +52.2% | +23.8% |
| 6M | +49.3% | -33.3% | +82.7% | +54.7% |
| YTD | +32.0% | -56.0% | +88.0% | +52.5% |
| All | +47.0% | -54.5% | +101.5% | +68.3% |
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