+663.2%
FLEX vs LPLA
+145.4%
+517.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | +0.3% |
| 30D | -10.1% | -0.1% | -10.1% | -10.2% |
| 3M | -31.3% | +23.2% | -54.6% | -37.3% |
| 6M | +71.3% | +15.5% | +55.7% | +58.7% |
| YTD | +81.2% | +0.9% | +80.4% | +77.1% |
| 1Y | +98.5% | +0.2% | +98.3% | +93.4% |
| 3Y | +428.2% | +55.2% | +373.0% | +322.6% |
| All | +663.2% | +145.4% | +517.8% | +338.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling