+527.0%
AFL vs LPLA
+1,311.2%
-784.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -6.2% | -0.1% | -6.1% | -6.2% |
| 3M | +2.2% | +23.2% | -21.0% | -5.1% |
| 6M | +5.3% | +15.5% | -10.3% | -0.8% |
| YTD | +8.0% | +0.9% | +7.1% | +5.6% |
| 1Y | +10.2% | +0.2% | +10.1% | +7.1% |
| 3Y | +67.1% | +55.2% | +11.8% | +33.1% |
| 5Y | +135.6% | +145.4% | -9.8% | +51.3% |
| 10Y | +299.4% | +1,229.7% | -930.3% | +43.0% |
| All | +527.0% | +1,311.2% | -784.3% | +79.2% |
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