+144.9%
FN vs LPLA
+81.7%
+63.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.8% | -13.1% |
| 7D | -16.0% | +7.6% | -23.6% | -18.1% |
| 30D | -40.1% | -9.5% | -30.6% | -38.6% |
| 3M | -43.9% | -16.3% | -27.6% | -41.0% |
| 6M | -55.6% | -8.0% | -47.7% | -55.3% |
| YTD | -35.7% | -15.5% | -20.1% | -33.6% |
| 1Y | -39.8% | -19.4% | -20.5% | -36.6% |
| 3Y | +80.3% | +39.7% | +40.6% | +57.3% |
| All | +144.9% | +81.7% | +63.3% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling