+906.2%
FN vs LPLA
+1,230.5%
-324.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | -22.0% | -0.1% | -21.9% | -22.1% |
| 3M | -43.0% | +23.2% | -66.2% | -47.7% |
| 6M | -27.7% | +15.5% | -43.3% | -32.6% |
| YTD | -10.5% | +0.9% | -11.4% | -12.5% |
| 1Y | +12.5% | +0.2% | +12.3% | +10.0% |
| 3Y | +153.8% | +55.2% | +98.6% | +109.0% |
| 5Y | +288.0% | +145.4% | +142.6% | +155.9% |
| All | +906.2% | +1,230.5% | -324.4% | +308.7% |
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