+548.6%
FAST vs LPLA
+797.0%
-248.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | +4.3% | -3.2% | +7.5% | +5.1% |
| 30D | +8.3% | -8.6% | +16.9% | +10.2% |
| 3M | +6.5% | -18.7% | +25.2% | +11.4% |
| 6M | +29.5% | +4.5% | +25.0% | +26.4% |
| YTD | +41.3% | -15.3% | +56.6% | +44.8% |
| 1Y | +37.4% | -19.9% | +57.3% | +42.7% |
| 3Y | +98.5% | +33.4% | +65.1% | +73.9% |
| 5Y | +111.1% | +87.4% | +23.7% | +58.5% |
| 10Y | +548.6% | +800.4% | -251.9% | +185.9% |
| All | +548.6% | +797.0% | -248.5% | +185.9% |
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