+1,200.4%
FLEX vs LPLA
+1,060.6%
+139.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.3% |
| 7D | -19.3% | +4.1% | -23.5% | -20.9% |
| 30D | -41.5% | -9.0% | -32.5% | -40.2% |
| 3M | -43.1% | -17.6% | -25.5% | -39.6% |
| 6M | -48.2% | -8.8% | -39.4% | -47.9% |
| YTD | +15.5% | -17.0% | +32.5% | +19.4% |
| 1Y | +10.2% | -20.4% | +30.6% | +16.2% |
| 3Y | +256.8% | +35.4% | +221.4% | +192.4% |
| 5Y | +408.2% | +79.7% | +328.4% | +254.3% |
| 10Y | +580.8% | +915.0% | -334.1% | +150.3% |
| All | +1,200.4% | +1,060.6% | +139.8% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling