+105.3%
FAST vs LPLA
+80.3%
+25.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.2% | -0.9% | +5.1% | +4.3% |
| 30D | +6.7% | -9.5% | +16.2% | +8.0% |
| 3M | +8.0% | -21.9% | +29.9% | +11.8% |
| 6M | +27.4% | -2.6% | +30.0% | +27.0% |
| YTD | +40.5% | -17.8% | +58.3% | +43.4% |
| 1Y | +38.4% | -21.2% | +59.5% | +42.1% |
| 3Y | +98.7% | +30.6% | +68.1% | +86.5% |
| All | +105.3% | +80.3% | +25.0% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling