+372.0%
LLY vs FIS
-62.1%
+434.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -1.6% | -2.2% | +0.6% | -1.4% |
| 3M | +2.3% | +2.1% | +0.1% | +1.8% |
| 6M | +14.9% | -14.7% | +29.6% | +16.9% |
| YTD | +7.5% | -35.7% | +43.2% | +13.6% |
| 1Y | +55.7% | -37.1% | +92.7% | +64.9% |
| 3Y | +110.6% | -20.0% | +130.6% | +119.6% |
| All | +372.0% | -62.1% | +434.2% | +429.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling