+181.9%
FANG vs LPLA
+1,251.7%
-1,069.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.8% |
| 30D | +2.6% | -6.0% | +8.6% | +6.0% |
| 3M | +7.6% | +24.0% | -16.5% | -6.4% |
| 6M | +17.3% | +17.0% | +0.3% | +4.0% |
| YTD | +38.7% | -0.7% | +39.3% | +33.4% |
| 1Y | +51.6% | +2.1% | +49.5% | +41.5% |
| 3Y | +50.0% | +48.7% | +1.3% | +2.9% |
| 5Y | +237.6% | +151.2% | +86.3% | +44.0% |
| All | +181.9% | +1,251.7% | -1,069.8% | -47.6% |
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