+3,851.1%
FICO vs LPLA
+1,311.2%
+2,539.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.6% |
| 7D | -19.2% | -3.1% | -16.1% | -18.3% |
| 30D | -14.6% | -0.1% | -14.5% | -14.6% |
| 3M | -20.1% | +23.2% | -43.3% | -25.9% |
| 6M | -36.3% | +15.5% | -51.9% | -40.0% |
| YTD | -44.9% | +0.9% | -45.7% | -46.0% |
| 1Y | -38.6% | +0.2% | -38.8% | -40.2% |
| 3Y | +4.0% | +55.2% | -51.2% | -15.8% |
| 5Y | +99.5% | +145.4% | -45.9% | +27.9% |
| 10Y | +604.7% | +1,229.7% | -625.0% | +131.1% |
| All | +3,851.1% | +1,311.2% | +2,539.8% | +947.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling