+693.0%
FN vs LPLA
+758.1%
-65.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | -16.5% | -9.5% | -7.0% | -14.4% |
| 3M | -42.1% | -21.9% | -20.2% | -37.3% |
| 6M | -52.9% | -2.6% | -50.3% | -53.6% |
| YTD | -28.0% | -17.8% | -10.2% | -25.0% |
| 1Y | -18.5% | -21.2% | +2.7% | -13.4% |
| 3Y | +93.9% | +30.6% | +63.2% | +67.2% |
| 5Y | +170.5% | +81.3% | +89.2% | +94.7% |
| All | +693.0% | +758.1% | -65.1% | +232.4% |
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