+418.1%
FSLR vs LPLA
+758.1%
-340.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | -0.9% | -13.9% | -14.6% |
| 30D | -4.3% | -9.5% | +5.2% | -2.2% |
| 3M | -23.4% | -21.9% | -1.5% | -18.7% |
| 6M | -26.9% | -2.6% | -24.3% | -27.4% |
| YTD | -34.4% | -17.8% | -16.6% | -32.4% |
| 1Y | -33.2% | -21.2% | -12.0% | -30.3% |
| 3Y | +28.1% | +30.6% | -2.6% | +10.9% |
| 5Y | +54.5% | +81.3% | -26.8% | +15.8% |
| All | +418.1% | +758.1% | -340.0% | +164.4% |
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