-55.1%
FIS vs LPLA
-17.5%
-37.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -27.4% | +3.6% | -31.0% | -27.9% |
| 30D | -16.8% | -6.8% | -10.1% | -15.9% |
| 3M | -32.6% | -17.0% | -15.6% | -29.9% |
| 6M | -33.4% | +1.8% | -35.2% | -34.5% |
| YTD | -56.0% | -13.4% | -42.7% | -56.0% |
| 1Y | -55.1% | -17.5% | -37.6% | -54.5% |
| All | -55.1% | -17.5% | -37.6% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling