+175.5%
FDX vs LPLA
+1,194.2%
-1,018.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -3.3% | -2.1% | -1.2% | -2.6% |
| 30D | -1.4% | -3.3% | +2.0% | -0.3% |
| 3M | -4.5% | +23.5% | -28.1% | -11.5% |
| 6M | +9.4% | +12.0% | -2.6% | +4.0% |
| YTD | +36.0% | -1.7% | +37.7% | +34.4% |
| 1Y | +75.5% | +3.2% | +72.3% | +69.6% |
| 3Y | +62.8% | +46.2% | +16.6% | +33.7% |
| 5Y | +64.4% | +144.9% | -80.5% | +4.2% |
| 10Y | +175.5% | +1,195.1% | -1,019.6% | +4.3% |
| All | +175.5% | +1,194.2% | -1,018.7% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling