+67.0%
AFL vs LPLA
+29.4%
+37.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +8.0% | -9.5% | +17.4% | +8.9% |
| 3M | +5.9% | -21.9% | +27.8% | +8.5% |
| 6M | +11.6% | -2.6% | +14.3% | +11.5% |
| YTD | +17.5% | -17.8% | +35.3% | +18.9% |
| 1Y | +13.3% | -21.2% | +34.4% | +15.2% |
| 3Y | +67.0% | +30.6% | +36.4% | +54.7% |
| All | +67.0% | +29.4% | +37.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling