-71.6%
FIS vs LPLA
+83.0%
-154.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.8% |
| 7D | -25.5% | +4.1% | -29.6% | -26.5% |
| 30D | -15.1% | -9.0% | -6.0% | -13.8% |
| 3M | -32.1% | -17.6% | -14.5% | -29.5% |
| 6M | -36.1% | -8.8% | -27.2% | -35.5% |
| YTD | -55.4% | -17.0% | -38.4% | -54.2% |
| 1Y | -53.9% | -20.4% | -33.5% | -52.2% |
| 3Y | -39.8% | +35.4% | -75.2% | -48.5% |
| All | -71.6% | +83.0% | -154.6% | -80.1% |
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