+743.6%
FN vs LPLA
+902.8%
-159.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.4% | +12.3% |
| 7D | 0.0% | +4.1% | -4.2% | -1.7% |
| 30D | -34.3% | -9.0% | -25.3% | -32.8% |
| 3M | -39.9% | -17.6% | -22.2% | -36.3% |
| 6M | -51.8% | -8.8% | -43.0% | -51.3% |
| YTD | -28.1% | -17.0% | -11.1% | -25.5% |
| 1Y | -29.1% | -20.4% | -8.7% | -25.0% |
| 3Y | +102.4% | +35.4% | +67.0% | +72.7% |
| 5Y | +171.7% | +79.7% | +91.9% | +97.6% |
| All | +743.6% | +902.8% | -159.2% | +292.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling