+49.0%
FND vs LPLA
+710.3%
-661.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -6.8% | -0.9% | -5.9% | -6.5% |
| 30D | +8.0% | -9.5% | +17.5% | +11.6% |
| 3M | -18.9% | -21.9% | +2.9% | -11.8% |
| 6M | +4.7% | -2.6% | +7.3% | +3.9% |
| YTD | -21.6% | -17.8% | -3.8% | -17.9% |
| 1Y | -22.0% | -21.2% | -0.8% | -17.1% |
| 3Y | -40.4% | +30.6% | -71.1% | -51.8% |
| 5Y | -63.8% | +81.3% | -145.1% | -76.4% |
| All | +49.0% | +710.3% | -661.3% | -51.6% |
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