+93.1%
FOXA vs LPLA
+147.5%
-54.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | +5.0% | -6.0% | +11.0% | +6.3% |
| 3M | -3.0% | +24.0% | -27.1% | -7.3% |
| 6M | +14.8% | +17.0% | -2.2% | +10.5% |
| YTD | -8.9% | -0.7% | -8.2% | -9.5% |
| 1Y | +13.3% | +2.1% | +11.2% | +11.4% |
| 3Y | +115.4% | +48.7% | +66.7% | +91.0% |
| All | +93.1% | +147.5% | -54.4% | +36.6% |
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 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