-23.8%
FICO vs LPLA
+38.6%
-62.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.6% |
| 7D | -0.3% | +7.6% | -7.9% | -1.9% |
| 30D | +1.7% | -9.5% | +11.2% | +3.4% |
| 3M | -35.2% | -16.3% | -18.9% | -33.1% |
| 6M | -33.7% | -8.0% | -25.7% | -32.9% |
| YTD | -58.2% | -15.5% | -42.6% | -57.2% |
| 1Y | -56.6% | -19.4% | -37.2% | -55.1% |
| All | -23.8% | +38.6% | -62.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling