+104.7%
FLEX vs LPLA
+4.5%
+100.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.7% |
| 7D | +7.0% | -2.1% | +9.0% | +7.2% |
| 30D | -5.8% | -3.3% | -2.5% | -5.4% |
| 3M | -24.2% | +23.5% | -47.8% | -26.9% |
| 6M | +90.8% | +12.0% | +78.8% | +86.7% |
| YTD | +89.2% | -1.7% | +90.9% | +92.1% |
| 1Y | +104.7% | +3.2% | +101.5% | +103.1% |
| All | +104.7% | +4.5% | +100.2% | +103.1% |
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 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