+3,549.0%
LRCX vs FIS
-39.8%
+3,588.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -7.9% | +4.8% | +0.4% |
| 30D | -8.6% | -8.0% | -0.6% | -5.6% |
| 3M | -17.7% | +0.6% | -18.3% | -20.6% |
| 6M | +36.4% | -22.2% | +58.6% | +47.6% |
| YTD | +74.5% | -40.8% | +115.3% | +117.3% |
| 1Y | +159.4% | -41.5% | +201.0% | +223.4% |
| 3Y | +361.6% | -25.5% | +387.1% | +376.4% |
| 5Y | +425.2% | -64.8% | +490.0% | +737.2% |
| All | +3,549.0% | -39.8% | +3,588.8% | +4,012.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling