-40.9%
FIS vs LPLA
+1,198.0%
-1,238.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -9.1% | -1.5% | -7.5% | -8.6% |
| 30D | -10.4% | -6.0% | -4.5% | -8.7% |
| 3M | -3.7% | +21.4% | -25.1% | -9.6% |
| 6M | -24.8% | +12.1% | -36.8% | -27.9% |
| YTD | -41.6% | -1.8% | -39.7% | -41.9% |
| 1Y | -42.7% | +3.2% | -45.9% | -44.3% |
| 3Y | -26.2% | +45.9% | -72.2% | -38.7% |
| 5Y | -66.1% | +144.7% | -210.8% | -77.6% |
| 10Y | -40.9% | +1,222.4% | -1,263.3% | -75.3% |
| All | -40.9% | +1,198.0% | -1,238.9% | -75.3% |
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