+3,269.7%
LLY vs FIS
+229.2%
+3,040.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | -4.5% | -25.5% | +21.0% | +1.5% |
| 30D | +13.9% | -15.1% | +29.0% | +17.2% |
| 3M | +13.8% | -32.1% | +45.9% | +23.5% |
| 6M | +37.6% | -36.1% | +73.7% | +50.9% |
| YTD | +26.6% | -55.4% | +82.0% | +51.4% |
| 1Y | +45.3% | -53.9% | +99.2% | +72.3% |
| 3Y | +132.2% | -39.8% | +172.0% | +154.8% |
| 5Y | +434.7% | -71.1% | +505.8% | +579.6% |
| 10Y | +2,084.3% | -53.8% | +2,138.1% | +2,253.7% |
| All | +3,269.7% | +229.2% | +3,040.5% | +2,138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling