+46.3%
FE vs LPLA
+78.4%
-32.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | -1.0% | +4.1% | -5.2% | -1.0% |
| 30D | +4.1% | -9.0% | +13.2% | +4.2% |
| 3M | -1.0% | -17.6% | +16.6% | -1.0% |
| 6M | +4.0% | -8.8% | +12.8% | +4.0% |
| YTD | +6.8% | -17.0% | +23.9% | +6.9% |
| 1Y | +5.3% | -20.4% | +25.7% | +5.4% |
| 3Y | +44.6% | +35.4% | +9.2% | +41.4% |
| All | +46.3% | +78.4% | -32.1% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling