-55.5%
FIS vs LPLA
+824.7%
-880.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -27.4% | +3.6% | -31.0% | -28.6% |
| 30D | -16.8% | -6.8% | -10.1% | -15.9% |
| 3M | -32.6% | -17.0% | -15.6% | -29.4% |
| 6M | -33.4% | +1.8% | -35.2% | -34.9% |
| YTD | -56.0% | -13.4% | -42.7% | -55.1% |
| 1Y | -55.1% | -17.5% | -37.6% | -53.5% |
| 3Y | -41.4% | +36.5% | -77.9% | -51.3% |
| 5Y | -72.7% | +92.6% | -165.3% | -80.8% |
| 10Y | -55.5% | +809.2% | -864.7% | -80.5% |
| All | -55.5% | +824.7% | -880.2% | -80.5% |
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