+133.7%
AFL vs LPLA
+147.5%
-13.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -4.0% | -6.0% | +2.0% | -2.8% |
| 3M | -0.5% | +24.0% | -24.5% | -5.3% |
| 6M | +6.5% | +17.0% | -10.5% | +2.3% |
| YTD | +6.2% | -0.7% | +6.8% | +5.1% |
| 1Y | +8.3% | +2.1% | +6.2% | +6.0% |
| 3Y | +62.5% | +48.7% | +13.9% | +38.9% |
| All | +133.7% | +147.5% | -13.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling