-52.4%
FIS vs LPLA
+758.1%
-810.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +2.8% | -0.9% | +3.8% | +3.1% |
| 30D | -16.7% | -9.5% | -7.2% | -15.1% |
| 3M | -32.3% | -21.9% | -10.4% | -27.7% |
| 6M | -29.1% | -2.6% | -26.4% | -29.7% |
| YTD | -54.1% | -17.8% | -36.3% | -52.4% |
| 1Y | -53.7% | -21.2% | -32.5% | -51.4% |
| 3Y | -38.8% | +30.6% | -69.5% | -48.5% |
| 5Y | -71.1% | +81.3% | -152.4% | -79.3% |
| All | -52.4% | +758.1% | -810.5% | -79.0% |
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