+641.3%
FITB vs LPLA
+1,311.2%
-669.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +0.6% | -3.1% | +3.7% | +2.2% |
| 30D | -4.7% | -0.1% | -4.7% | -4.8% |
| 3M | +6.7% | +23.2% | -16.5% | -5.0% |
| 6M | +12.6% | +15.5% | -3.0% | +2.8% |
| YTD | +19.1% | +0.9% | +18.2% | +15.8% |
| 1Y | +22.6% | +0.2% | +22.5% | +18.2% |
| 3Y | +127.1% | +55.2% | +71.9% | +62.5% |
| 5Y | +71.8% | +145.4% | -73.6% | -8.6% |
| 10Y | +287.2% | +1,229.7% | -942.5% | -7.0% |
| All | +641.3% | +1,311.2% | -669.9% | +48.2% |
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