+107.2%
FAST vs LPLA
+145.4%
-38.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | -3.1% | +2.7% | +0.1% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | +5.8% | +23.2% | -17.5% | +2.1% |
| 6M | +8.0% | +15.5% | -7.6% | +5.1% |
| YTD | +25.6% | +0.9% | +24.7% | +24.8% |
| 1Y | +0.8% | +0.2% | +0.6% | 0.0% |
| 3Y | +86.1% | +55.2% | +30.9% | +70.7% |
| All | +107.2% | +145.4% | -38.3% | +67.8% |
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