-6.6%
FSLY vs LPLA
+50.5%
-57.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.1% |
| 7D | +3.5% | -2.1% | +5.5% | +4.1% |
| 30D | -6.4% | -3.3% | -3.1% | -5.3% |
| 3M | +10.9% | +23.5% | -12.6% | +4.7% |
| 6M | +6.7% | +12.0% | -5.3% | +4.1% |
| YTD | +111.1% | -1.7% | +112.8% | +111.2% |
| 1Y | +185.8% | +3.2% | +182.6% | +179.2% |
| 3Y | -6.6% | +46.2% | -52.8% | -17.5% |
| All | -6.6% | +50.5% | -57.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling