+81.0%
FROG vs LPLA
+0.7%
+80.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -11.3% | -3.1% | -8.2% | -11.0% |
| 30D | +3.6% | -0.1% | +3.7% | +3.7% |
| 3M | +1.7% | +23.2% | -21.6% | -0.1% |
| 6M | +123.5% | +15.5% | +108.0% | +119.9% |
| YTD | +40.2% | +0.9% | +39.4% | +40.6% |
| 1Y | +81.0% | +0.2% | +80.8% | +80.8% |
| All | +81.0% | +0.7% | +80.3% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling