-54.4%
FPS vs LPLA
-10.0%
-44.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +6.6% |
| 7D | -24.5% | +4.1% | -28.7% | -23.6% |
| 30D | -52.1% | -9.0% | -43.1% | -51.8% |
| 3M | -48.4% | -17.6% | -30.7% | -47.3% |
| 6M | -54.4% | -8.8% | -45.5% | -49.7% |
| All | -54.4% | -10.0% | -44.4% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling