+117.8%
FFIV vs LPLA
+758.1%
-640.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | -32.4% | -9.5% | -22.9% | -30.0% |
| 3M | -25.7% | -21.9% | -3.8% | -19.7% |
| 6M | -13.5% | -2.6% | -10.9% | -12.9% |
| YTD | +21.1% | -17.8% | +38.9% | +27.3% |
| 1Y | +29.4% | -21.2% | +50.6% | +37.7% |
| 3Y | +94.9% | +30.6% | +64.3% | +71.7% |
| 5Y | +34.7% | +81.3% | -46.6% | +1.5% |
| All | +117.8% | +758.1% | -640.3% | -4.7% |
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