+448.7%
FIX vs LPLA
+36.1%
+412.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.1% |
| 7D | -17.5% | +4.1% | -21.6% | -18.9% |
| 30D | -41.6% | -9.0% | -32.6% | -40.2% |
| 3M | -40.6% | -17.6% | -23.0% | -36.9% |
| 6M | -49.4% | -8.8% | -40.5% | -48.8% |
| YTD | +9.2% | -17.0% | +26.2% | +13.7% |
| 1Y | +6.5% | -20.4% | +26.9% | +13.7% |
| 3Y | +448.7% | +35.4% | +413.3% | +375.5% |
| All | +448.7% | +36.1% | +412.7% | +375.5% |
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 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