+113.9%
FE vs LPLA
+1,257.9%
-1,144.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | -3.1% | +5.0% | +2.3% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +3.5% | +23.2% | -19.7% | +1.0% |
| 6M | -6.1% | +15.5% | -21.6% | -7.8% |
| YTD | +7.6% | +0.9% | +6.7% | +6.9% |
| 1Y | +11.9% | +0.2% | +11.7% | +11.0% |
| 3Y | +48.4% | +55.2% | -6.8% | +36.1% |
| 5Y | +44.8% | +145.4% | -100.6% | +19.4% |
| All | +113.9% | +1,257.9% | -1,144.0% | +54.0% |
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