+32.8%
FAST vs LPLA
-20.6%
+53.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.1% | +4.1% | -2.1% | +1.5% |
| 30D | +6.9% | -9.0% | +15.9% | +7.9% |
| 3M | +4.8% | -17.6% | +22.5% | +7.5% |
| 6M | +19.8% | -8.8% | +28.6% | +20.9% |
| YTD | +34.9% | -17.0% | +51.9% | +38.6% |
| 1Y | +32.8% | -20.4% | +53.2% | +37.5% |
| All | +32.8% | -20.6% | +53.4% | +37.5% |
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