+79.3%
FROG vs LPLA
-23.1%
+102.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.0% |
| 7D | +48.2% | -2.8% | +51.0% | +48.1% |
| 30D | +11.4% | -10.2% | +21.6% | +12.4% |
| 3M | +28.5% | -22.3% | +50.8% | +31.2% |
| 6M | +63.7% | -0.5% | +64.2% | +63.9% |
| YTD | +77.1% | -17.9% | +94.9% | +78.6% |
| 1Y | +79.3% | -22.0% | +101.4% | +86.9% |
| All | +79.3% | -23.1% | +102.5% | +86.9% |
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