+70.7%
FROG vs LPLA
+274.0%
-203.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.7% |
| 7D | +48.2% | -2.8% | +51.0% | +49.0% |
| 30D | +11.4% | -10.2% | +21.6% | +13.7% |
| 3M | +28.5% | -22.3% | +50.8% | +35.8% |
| 6M | +63.7% | -0.5% | +64.2% | +61.3% |
| YTD | +77.1% | -17.9% | +94.9% | +82.3% |
| 1Y | +79.3% | -22.0% | +101.4% | +87.5% |
| 3Y | +323.8% | +29.4% | +294.4% | +281.9% |
| 5Y | +198.9% | +81.2% | +117.7% | +136.7% |
| All | +70.7% | +274.0% | -203.3% | +35.1% |
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