+280.3%
FITB vs LPLA
+1,235.7%
-955.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | -1.5% | +1.2% | +0.5% |
| 30D | -5.1% | -6.0% | +0.8% | -1.8% |
| 3M | +3.5% | +21.4% | -17.8% | -8.3% |
| 6M | +17.2% | +12.1% | +5.1% | +7.6% |
| YTD | +17.6% | -1.8% | +19.5% | +15.6% |
| 1Y | +23.4% | +3.2% | +20.2% | +16.1% |
| 3Y | +129.7% | +45.9% | +83.8% | +60.7% |
| 5Y | +68.4% | +144.7% | -76.2% | -22.9% |
| All | +280.3% | +1,235.7% | -955.4% | -27.5% |
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