+59.8%
FROG vs LPLA
+294.4%
-234.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.5% |
| 7D | +17.0% | +3.6% | +13.4% | +16.0% |
| 30D | +1.3% | -6.8% | +8.1% | +2.5% |
| 3M | +17.5% | -17.0% | +34.5% | +22.3% |
| 6M | +46.8% | +1.8% | +44.9% | +44.1% |
| YTD | +65.8% | -13.4% | +79.2% | +68.7% |
| 1Y | +61.0% | -17.5% | +78.5% | +66.2% |
| 3Y | +296.7% | +36.5% | +260.3% | +253.4% |
| 5Y | +177.8% | +92.6% | +85.2% | +117.1% |
| All | +59.8% | +294.4% | -234.6% | +25.0% |
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