+2.0%
FISV vs LPLA
+1,251.7%
-1,249.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.8% |
| 7D | -2.7% | -1.5% | -1.1% | -2.1% |
| 30D | 0.0% | -6.0% | +6.0% | +2.1% |
| 3M | -2.8% | +24.0% | -26.8% | -9.5% |
| 6M | -11.8% | +17.0% | -28.8% | -16.8% |
| YTD | -23.2% | -0.7% | -22.5% | -24.2% |
| 1Y | -62.0% | +2.1% | -64.1% | -63.0% |
| 3Y | -57.6% | +48.7% | -106.3% | -64.8% |
| 5Y | -53.4% | +151.2% | -204.6% | -69.4% |
| All | +2.0% | +1,251.7% | -1,249.7% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling