+642.4%
FITB vs LPLA
+1,049.8%
-407.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | +9.8% | -9.5% | +19.3% | +14.3% |
| 3M | -5.2% | -21.9% | +16.7% | +6.1% |
| 6M | +17.3% | -2.6% | +19.9% | +16.0% |
| YTD | +19.3% | -17.8% | +37.1% | +27.0% |
| 1Y | +32.7% | -21.2% | +53.9% | +44.3% |
| 3Y | +141.6% | +30.6% | +111.0% | +86.3% |
| 5Y | +48.9% | +81.3% | -32.5% | -8.1% |
| 10Y | +216.5% | +773.9% | -557.4% | -9.3% |
| All | +642.4% | +1,049.8% | -407.3% | +62.6% |
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