+35.5%
FAST vs LPLA
-17.5%
+53.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.8% | +3.6% | +1.2% | +4.3% |
| 30D | +8.6% | -6.8% | +15.4% | +9.3% |
| 3M | +5.7% | -17.0% | +22.7% | +8.4% |
| 6M | +25.5% | +1.8% | +23.6% | +24.2% |
| YTD | +39.6% | -13.4% | +53.0% | +42.6% |
| 1Y | +35.5% | -17.5% | +53.0% | +39.7% |
| All | +35.5% | -17.5% | +53.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling