+1,422.9%
FANG vs LPLA
+1,365.9%
+57.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.4% | -1.5% | +1.2% | +0.3% |
| 30D | +2.4% | -6.0% | +8.4% | +5.3% |
| 3M | +4.9% | +21.4% | -16.5% | -5.7% |
| 6M | +12.0% | +12.1% | 0.0% | +3.5% |
| YTD | +37.1% | -1.8% | +38.9% | +33.6% |
| 1Y | +52.3% | +3.2% | +49.1% | +43.1% |
| 3Y | +45.0% | +45.9% | -1.0% | +8.1% |
| 5Y | +231.0% | +144.7% | +86.3% | +74.5% |
| 10Y | +177.5% | +1,222.4% | -1,045.0% | -22.3% |
| All | +1,422.9% | +1,365.9% | +57.0% | +311.0% |
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 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