+203.1%
FITB vs LPLA
+757.5%
-554.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.8% |
| 7D | +0.8% | -2.8% | +3.6% | +2.4% |
| 30D | +7.3% | -10.2% | +17.5% | +12.7% |
| 3M | -6.3% | -22.3% | +16.0% | +6.6% |
| 6M | +12.6% | -0.5% | +13.0% | +9.4% |
| YTD | +18.0% | -17.9% | +35.8% | +26.4% |
| 1Y | +28.9% | -22.0% | +50.9% | +42.4% |
| 3Y | +139.4% | +29.4% | +110.0% | +74.7% |
| 5Y | +47.2% | +81.2% | -34.0% | -20.8% |
| All | +203.1% | +757.5% | -554.4% | -36.8% |
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