-1.0%
FSLY vs LPLA
+37.2%
-38.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -22.9% | +3.6% | -26.6% | -23.4% |
| 30D | -44.6% | -6.8% | -37.8% | -43.6% |
| 3M | -41.5% | -17.0% | -24.5% | -38.4% |
| 6M | -20.8% | +1.8% | -22.7% | -21.1% |
| YTD | +59.5% | -13.4% | +72.9% | +65.0% |
| 1Y | +36.1% | -17.5% | +53.6% | +42.9% |
| 3Y | -1.0% | +36.5% | -37.4% | -8.1% |
| All | -1.0% | +37.2% | -38.2% | -8.1% |
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