+388.9%
LRCX vs FIS
-26.4%
+415.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.4% |
| 7D | +9.5% | -9.1% | +18.6% | +9.5% |
| 30D | +3.1% | -10.4% | +13.5% | +3.1% |
| 3M | -3.4% | -3.7% | +0.3% | -4.4% |
| 6M | +49.7% | -24.8% | +74.5% | +55.3% |
| YTD | +84.9% | -41.6% | +126.4% | +106.3% |
| 1Y | +200.8% | -42.7% | +243.6% | +237.1% |
| All | +388.9% | -26.4% | +415.3% | +366.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling