+499.7%
FICO vs LPLA
+902.8%
-403.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -0.9% | +4.1% | -5.1% | -2.5% |
| 30D | +3.3% | -9.0% | +12.4% | +5.9% |
| 3M | -31.7% | -17.6% | -14.1% | -27.6% |
| 6M | -34.0% | -8.8% | -25.1% | -33.0% |
| YTD | -58.3% | -17.0% | -41.3% | -56.7% |
| 1Y | -57.9% | -20.4% | -37.5% | -55.7% |
| 3Y | -24.1% | +35.4% | -59.5% | -37.1% |
| 5Y | +85.3% | +79.7% | +5.6% | +26.0% |
| All | +499.7% | +902.8% | -403.1% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling