-5.3%
FSLY vs LPLA
+349.4%
-354.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +7.5% | -3.7% | +11.2% | +8.9% |
| 30D | -21.1% | -6.4% | -14.7% | -19.1% |
| 3M | +21.8% | +20.2% | +1.6% | +13.8% |
| 6M | -0.1% | +12.8% | -13.0% | -4.2% |
| YTD | +123.1% | -2.5% | +125.6% | +123.0% |
| 1Y | +208.6% | +1.9% | +206.6% | +201.3% |
| 3Y | -1.3% | +45.0% | -46.2% | -17.9% |
| 5Y | -48.4% | +146.6% | -195.0% | -64.6% |
| All | -5.3% | +349.4% | -354.7% | -42.2% |
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