+50.9%
FERG vs LPLA
+44.8%
+6.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | -15.1% | -6.0% | -9.1% | -14.1% |
| 3M | -4.8% | +21.4% | -26.2% | -8.5% |
| 6M | -2.5% | +12.1% | -14.5% | -4.9% |
| YTD | +1.8% | -1.8% | +3.7% | +1.7% |
| 1Y | -0.3% | +3.2% | -3.5% | -1.8% |
| All | +50.9% | +44.8% | +6.1% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling