-83.6%
FIG vs LPLA
-24.3%
-59.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.4% |
| 7D | -14.3% | -3.2% | -11.1% | -13.4% |
| 30D | -13.6% | -8.6% | -5.0% | -11.7% |
| 3M | -23.7% | -18.7% | -5.0% | -19.7% |
| 6M | -5.4% | +4.5% | -9.9% | -6.7% |
| YTD | -49.2% | -15.3% | -33.9% | -49.2% |
| 1Y | -57.4% | -19.9% | -37.5% | -56.5% |
| All | -83.6% | -24.3% | -59.3% | -84.3% |
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