+2,760.4%
LLY vs FIS
+374.5%
+2,385.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | -1.6% | -2.2% | +0.6% | -1.2% |
| 3M | +2.3% | +2.1% | +0.1% | +1.3% |
| 6M | +14.9% | -14.7% | +29.6% | +18.5% |
| YTD | +7.5% | -35.7% | +43.2% | +18.9% |
| 1Y | +55.7% | -37.1% | +92.7% | +72.9% |
| 3Y | +110.6% | -20.0% | +130.6% | +118.0% |
| 5Y | +363.4% | -62.1% | +425.6% | +458.2% |
| 10Y | +1,649.0% | -37.4% | +1,686.4% | +1,672.0% |
| All | +2,760.4% | +374.5% | +2,385.9% | +1,657.5% |
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 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