+159.4%
LRCX vs FIS
-40.5%
+199.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.1% | -7.9% | +4.8% | -6.3% |
| 30D | -8.6% | -8.0% | -0.6% | -11.5% |
| 3M | -17.7% | +0.6% | -18.3% | -17.5% |
| 6M | +36.4% | -22.2% | +58.6% | +34.2% |
| YTD | +74.5% | -40.8% | +115.3% | +74.9% |
| 1Y | +159.4% | -41.5% | +201.0% | +160.7% |
| All | +159.4% | -40.5% | +199.9% | +160.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling