+424.2%
FERG vs LPLA
+758.1%
-333.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +9.7% | -0.9% | +10.7% | +9.9% |
| 30D | +15.0% | -9.5% | +24.5% | +16.4% |
| 3M | +3.8% | -21.9% | +25.6% | +6.9% |
| 6M | +10.6% | -2.6% | +13.2% | +10.5% |
| YTD | +17.0% | -17.8% | +34.8% | +19.1% |
| 1Y | +7.1% | -21.2% | +28.3% | +9.6% |
| 3Y | +67.7% | +30.6% | +37.1% | +59.7% |
| 5Y | +76.4% | +81.3% | -4.9% | +62.6% |
| All | +424.2% | +758.1% | -333.8% | +378.1% |
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