+157.9%
FFIV vs LPLA
+1,060.6%
-902.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -8.1% | +4.1% | -12.3% | -9.4% |
| 30D | -33.4% | -9.0% | -24.4% | -31.1% |
| 3M | -24.7% | -17.6% | -7.1% | -20.1% |
| 6M | -8.8% | -8.8% | 0.0% | -6.6% |
| YTD | +21.8% | -17.0% | +38.8% | +27.5% |
| 1Y | +25.3% | -20.4% | +45.7% | +32.7% |
| 3Y | +101.2% | +35.4% | +65.7% | +76.1% |
| 5Y | +40.2% | +79.7% | -39.5% | +7.8% |
| 10Y | +129.0% | +915.0% | -785.9% | -3.9% |
| All | +157.9% | +1,060.6% | -902.7% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling