+123.4%
FE vs LPLA
+758.1%
-634.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -0.9% | +2.2% | +1.3% |
| 30D | +4.5% | -9.5% | +14.0% | +5.4% |
| 3M | +1.3% | -21.9% | +23.2% | +3.8% |
| 6M | +8.7% | -2.6% | +11.3% | +8.4% |
| YTD | +9.2% | -17.8% | +27.0% | +10.6% |
| 1Y | +7.0% | -21.2% | +28.1% | +8.8% |
| 3Y | +51.4% | +30.6% | +20.8% | +40.3% |
| 5Y | +47.7% | +81.3% | -33.6% | +25.5% |
| All | +123.4% | +758.1% | -634.7% | +62.3% |
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