+282.7%
FLEX vs LPLA
+29.4%
+253.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +7.5% | -0.9% | +8.4% | +7.8% |
| 30D | -25.3% | -9.5% | -15.8% | -23.7% |
| 3M | -39.7% | -21.9% | -17.8% | -35.2% |
| 6M | -47.9% | -2.6% | -45.2% | -48.8% |
| YTD | +24.1% | -17.8% | +41.9% | +29.2% |
| 1Y | +26.0% | -21.2% | +47.1% | +33.9% |
| 3Y | +282.7% | +30.6% | +252.1% | +239.9% |
| All | +282.7% | +29.4% | +253.3% | +239.9% |
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