+163.7%
FFIV vs LPLA
+1,099.8%
-936.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.8% |
| 30D | -33.8% | -7.7% | -26.1% | -31.9% |
| 3M | -20.6% | -15.7% | -4.9% | -16.3% |
| 6M | -10.2% | +0.8% | -11.1% | -10.7% |
| YTD | +24.5% | -14.2% | +38.7% | +29.0% |
| 1Y | +29.3% | -17.9% | +47.2% | +35.6% |
| 3Y | +103.8% | +36.1% | +67.7% | +78.2% |
| 5Y | +40.9% | +90.3% | -49.5% | +6.4% |
| 10Y | +126.6% | +841.0% | -714.4% | -2.7% |
| All | +163.7% | +1,099.8% | -936.1% | -14.7% |
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