+90.3%
FOXA vs LPLA
+406.9%
-316.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -0.6% | -2.1% | +1.4% | 0.0% |
| 30D | +2.3% | -3.3% | +5.7% | +3.3% |
| 3M | -2.8% | +23.5% | -26.4% | -9.2% |
| 6M | +9.6% | +12.0% | -2.4% | +4.8% |
| YTD | -9.9% | -1.7% | -8.2% | -10.8% |
| 1Y | +5.4% | +3.2% | +2.2% | +2.0% |
| 3Y | +115.3% | +46.2% | +69.1% | +79.6% |
| 5Y | +93.1% | +144.9% | -51.8% | +25.2% |
| All | +90.3% | +406.9% | -316.6% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling