+10.2%
FLEX vs LPLA
-20.6%
+30.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.6% |
| 7D | -19.3% | +4.1% | -23.5% | -19.2% |
| 30D | -41.5% | -9.0% | -32.5% | -41.0% |
| 3M | -43.1% | -17.6% | -25.5% | -41.9% |
| 6M | -48.2% | -8.8% | -39.4% | -47.5% |
| YTD | +15.5% | -17.0% | +32.5% | +17.6% |
| 1Y | +10.2% | -20.4% | +30.6% | +18.6% |
| All | +10.2% | -20.6% | +30.8% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling