+230.0%
FFIV vs LPLA
+1,200.3%
-970.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.5% |
| 7D | -1.5% | -2.1% | +0.5% | -0.9% |
| 30D | -2.7% | -3.3% | +0.7% | -1.7% |
| 3M | -1.7% | +23.5% | -25.2% | -7.9% |
| 6M | +36.1% | +12.0% | +24.1% | +30.4% |
| YTD | +52.6% | -1.7% | +54.3% | +51.5% |
| 1Y | +21.5% | +3.2% | +18.3% | +18.1% |
| 3Y | +142.7% | +46.2% | +96.5% | +106.9% |
| 5Y | +92.6% | +144.9% | -52.3% | +32.4% |
| All | +230.0% | +1,200.3% | -970.3% | +38.7% |
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