+105.3%
FAST vs LPLA
+78.4%
+26.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.1% | +4.1% | -2.1% | +1.4% |
| 30D | +6.9% | -9.0% | +15.9% | +8.1% |
| 3M | +4.8% | -17.6% | +22.5% | +7.6% |
| 6M | +19.8% | -8.8% | +28.6% | +20.7% |
| YTD | +34.9% | -17.0% | +51.9% | +37.5% |
| 1Y | +32.8% | -20.4% | +53.2% | +36.2% |
| 3Y | +93.7% | +35.4% | +58.3% | +80.9% |
| All | +105.3% | +78.4% | +26.9% | +79.7% |
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 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