+32.9%
FCEL vs LPLA
-23.1%
+56.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.4% | -5.9% |
| 7D | +14.8% | -2.8% | +17.5% | +15.3% |
| 30D | -33.9% | -10.2% | -23.7% | -32.4% |
| 3M | -52.7% | -22.3% | -30.4% | -50.1% |
| 6M | -40.0% | -0.5% | -39.6% | -41.5% |
| YTD | +40.2% | -17.9% | +58.1% | +49.9% |
| 1Y | +32.9% | -22.0% | +55.0% | +53.9% |
| All | +32.9% | -23.1% | +56.1% | +53.9% |
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