-65.6%
FIS vs LPLA
+143.6%
-209.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.2% |
| 7D | -3.5% | -2.1% | -1.4% | -2.9% |
| 30D | -7.8% | -3.3% | -4.5% | -7.0% |
| 3M | +0.8% | +23.5% | -22.7% | -4.7% |
| 6M | -21.9% | +12.0% | -33.9% | -24.5% |
| YTD | -39.5% | -1.7% | -37.8% | -39.8% |
| 1Y | -41.0% | +3.2% | -44.2% | -42.3% |
| 3Y | -23.6% | +46.2% | -69.8% | -34.6% |
| 5Y | -65.6% | +144.9% | -210.5% | -77.6% |
| All | -65.6% | +143.6% | -209.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling