+208.6%
FSLY vs LPLA
+2.8%
+205.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +7.5% | -3.7% | +11.2% | +8.1% |
| 30D | -21.1% | -6.4% | -14.7% | -20.3% |
| 3M | +21.8% | +20.2% | +1.6% | +20.9% |
| 6M | -0.1% | +12.8% | -13.0% | +0.9% |
| YTD | +123.1% | -2.5% | +125.6% | +121.1% |
| 1Y | +208.6% | +1.9% | +206.6% | +200.7% |
| All | +208.6% | +2.8% | +205.8% | +200.7% |
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