+531.6%
FICO vs LPLA
+892.4%
-360.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.6% |
| 7D | -0.1% | +2.3% | -2.4% | -1.0% |
| 30D | +8.4% | -7.7% | +16.1% | +10.6% |
| 3M | -30.5% | -15.7% | -14.8% | -26.8% |
| 6M | -35.7% | +0.8% | -36.6% | -37.0% |
| YTD | -57.2% | -14.2% | -43.0% | -56.0% |
| 1Y | -58.4% | -17.9% | -40.5% | -56.6% |
| 3Y | -24.8% | +36.1% | -60.9% | -37.8% |
| 5Y | +79.3% | +90.3% | -11.1% | +18.7% |
| 10Y | +531.6% | +841.0% | -309.3% | +111.8% |
| All | +531.6% | +892.4% | -360.8% | +111.8% |
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