diff --git a/tests/test_factor_attribution.py b/tests/test_factor_attribution.py
index 818b30b..72f31c8 100644
--- a/tests/test_factor_attribution.py
+++ b/tests/test_factor_attribution.py
@@ -348,6 +348,11 @@ class LocalFactorConstructionTests(unittest.TestCase):
             changed.loc[:comparison_end, "MKT"],
             check_names=False,
         )
+        proxy_columns = ["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]
+        pd.testing.assert_frame_equal(
+            original.loc[:, proxy_columns],
+            changed.loc[:, proxy_columns],
+        )
         self.assertGreater(
             (original.loc[future_start:, "MKT"] - changed.loc[future_start:, "MKT"]).abs().sum(),
             0.0,