-80.9%
FIG vs LPLA
-12.2%
-68.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -14.5% | -1.5% | -12.9% | -14.1% |
| 30D | -13.3% | -6.0% | -7.3% | -11.9% |
| 3M | +7.4% | +21.4% | -13.9% | +2.2% |
| 6M | -27.8% | +12.1% | -39.9% | -30.2% |
| YTD | -41.1% | -1.8% | -39.3% | -43.2% |
| 1Y | -58.7% | +3.2% | -61.9% | -62.0% |
| All | -80.9% | -12.2% | -68.7% | -82.4% |
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 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