+140.8%
LLY vs FIS
-38.7%
+179.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.5% |
| 7D | +6.7% | +2.8% | +3.9% | +6.1% |
| 30D | +19.6% | -16.7% | +36.3% | +22.2% |
| 3M | +19.7% | -32.3% | +52.0% | +28.2% |
| 6M | +42.7% | -29.1% | +71.8% | +50.6% |
| YTD | +35.1% | -54.1% | +89.3% | +61.5% |
| 1Y | +42.2% | -53.7% | +95.9% | +69.3% |
| 3Y | +140.8% | -38.8% | +179.6% | +188.5% |
| All | +140.8% | -38.7% | +179.5% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling