+131.1%
FITB vs LPLA
+50.5%
+80.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | -4.5% | -3.3% | -1.2% | -3.7% |
| 3M | +5.7% | +23.5% | -17.9% | -0.5% |
| 6M | +17.1% | +12.0% | +5.1% | +12.9% |
| YTD | +18.3% | -1.7% | +20.0% | +17.7% |
| 1Y | +23.9% | +3.2% | +20.7% | +21.1% |
| 3Y | +131.1% | +46.2% | +84.9% | +116.1% |
| All | +131.1% | +50.5% | +80.6% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling