+224.0%
FFIV vs LPLA
+1,311.2%
-1,087.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -3.1% | +2.1% | 0.0% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -4.5% | +23.2% | -27.7% | -10.5% |
| 6M | +36.5% | +15.5% | +20.9% | +29.5% |
| YTD | +53.0% | +0.9% | +52.1% | +50.7% |
| 1Y | +24.2% | +0.2% | +24.1% | +21.7% |
| 3Y | +137.2% | +55.2% | +82.0% | +98.7% |
| 5Y | +91.8% | +145.4% | -53.7% | +33.5% |
| 10Y | +215.2% | +1,229.7% | -1,014.5% | +21.4% |
| All | +224.0% | +1,311.2% | -1,087.2% | -0.3% |
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 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