-80.3%
FIG vs LPLA
-12.1%
-68.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -5.0% |
| 7D | -16.4% | -2.1% | -14.3% | -15.9% |
| 30D | -2.3% | -3.3% | +1.0% | -1.5% |
| 3M | +7.8% | +23.5% | -15.7% | +2.1% |
| 6M | -21.8% | +12.0% | -33.9% | -24.5% |
| YTD | -39.1% | -1.7% | -37.5% | -41.3% |
| 1Y | -56.6% | +3.2% | -59.9% | -60.1% |
| All | -80.3% | -12.1% | -68.2% | -81.8% |
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 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