+277.1%
LRCX vs FIS
-71.2%
+348.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.2% | -7.5% | -4.1% |
| 7D | +12.7% | +2.8% | +9.9% | +12.0% |
| 30D | -21.3% | -16.7% | -4.5% | -19.4% |
| 3M | -32.9% | -32.3% | -0.6% | -28.3% |
| 6M | -23.4% | -29.1% | +5.7% | -20.2% |
| YTD | +32.4% | -54.1% | +86.5% | +58.7% |
| 1Y | +48.0% | -53.7% | +101.7% | +76.9% |
| 3Y | +243.9% | -38.8% | +282.8% | +259.0% |
| All | +277.1% | -71.2% | +348.3% | +396.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling