+1,124.2%
FAST vs LPLA
+1,081.7%
+42.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.3% |
| 7D | +0.7% | +7.6% | -7.0% | -1.2% |
| 30D | +4.6% | -9.5% | +14.1% | +6.8% |
| 3M | +6.4% | -16.3% | +22.7% | +10.4% |
| 6M | +20.6% | -8.0% | +28.6% | +21.7% |
| YTD | +34.7% | -15.5% | +50.2% | +38.0% |
| 1Y | +29.7% | -19.4% | +49.0% | +34.4% |
| 3Y | +89.9% | +39.7% | +50.2% | +65.3% |
| 5Y | +105.0% | +83.0% | +21.9% | +58.4% |
| 10Y | +594.2% | +933.4% | -339.3% | +212.4% |
| All | +1,124.2% | +1,081.7% | +42.5% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling