+1,941.0%
FLEX vs LPLA
+1,311.2%
+629.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | +0.4% |
| 30D | -10.1% | -0.1% | -10.1% | -10.2% |
| 3M | -31.3% | +23.2% | -54.6% | -37.6% |
| 6M | +71.3% | +15.5% | +55.7% | +57.9% |
| YTD | +81.2% | +0.9% | +80.4% | +76.1% |
| 1Y | +98.5% | +0.2% | +98.3% | +92.2% |
| 3Y | +428.2% | +55.2% | +373.0% | +317.0% |
| 5Y | +657.3% | +145.4% | +511.8% | +371.1% |
| 10Y | +995.9% | +1,229.7% | -233.7% | +269.7% |
| All | +1,941.0% | +1,311.2% | +629.8% | +467.5% |
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