+1,608.9%
LOW vs FIS
+238.5%
+1,370.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.5% |
| 7D | +1.4% | +2.8% | -1.4% | +0.1% |
| 30D | +21.7% | -16.7% | +38.4% | +27.2% |
| 3M | +5.0% | -32.3% | +37.3% | +19.1% |
| 6M | +4.6% | -29.1% | +33.7% | +15.7% |
| YTD | -3.5% | -54.1% | +50.6% | +26.1% |
| 1Y | +0.5% | -53.7% | +54.3% | +30.8% |
| 3Y | +24.8% | -38.8% | +63.7% | +41.2% |
| 5Y | +6.5% | -71.1% | +77.5% | +56.1% |
| 10Y | +294.6% | -53.1% | +347.6% | +366.3% |
| All | +1,608.9% | +238.5% | +1,370.4% | +861.7% |
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 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