+104.0%
FIS vs LPLA
+1,311.2%
-1,207.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +2.1% | +23.2% | -21.1% | -4.1% |
| 6M | -14.7% | +15.5% | -30.2% | -18.7% |
| YTD | -35.7% | +0.9% | -36.6% | -36.6% |
| 1Y | -37.1% | +0.2% | -37.2% | -38.2% |
| 3Y | -20.0% | +55.2% | -75.2% | -33.5% |
| 5Y | -62.1% | +145.4% | -207.6% | -73.5% |
| 10Y | -37.4% | +1,229.7% | -1,267.0% | -73.7% |
| All | +104.0% | +1,311.2% | -1,207.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling