+156.3%
FDX vs LPLA
+892.4%
-736.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.3% |
| 7D | +0.2% | +2.3% | -2.1% | -0.5% |
| 30D | +9.3% | -7.7% | +17.0% | +11.7% |
| 3M | +0.5% | -15.7% | +16.2% | +5.6% |
| 6M | +5.3% | +0.8% | +4.5% | +3.3% |
| YTD | +38.6% | -14.2% | +52.8% | +42.3% |
| 1Y | +53.5% | -17.9% | +71.4% | +59.9% |
| 3Y | +74.2% | +36.1% | +38.1% | +44.7% |
| 5Y | +75.3% | +90.3% | -15.1% | +20.3% |
| 10Y | +156.3% | +841.0% | -684.7% | -1.3% |
| All | +156.3% | +892.4% | -736.2% | -1.3% |
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