-27.0%
FIS vs LPLA
-0.6%
-26.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +6.7% |
| 7D | +1.5% | -3.2% | +4.7% | +1.6% |
| 30D | -11.8% | -8.6% | -3.2% | -10.7% |
| 3M | -28.5% | -18.7% | -9.9% | -25.5% |
| 6M | -27.0% | +4.5% | -31.6% | -29.1% |
| All | -27.0% | -0.6% | -26.5% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling