-28.3%
FSLY vs LPLA
+278.6%
-306.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.7% |
| 7D | +11.8% | -2.8% | +14.5% | +12.7% |
| 30D | -36.5% | -10.2% | -26.4% | -34.5% |
| 3M | -39.7% | -22.3% | -17.5% | -34.5% |
| 6M | -9.7% | -0.5% | -9.2% | -10.6% |
| YTD | +68.9% | -17.9% | +86.7% | +77.9% |
| 1Y | +44.5% | -22.0% | +66.5% | +55.1% |
| 3Y | +4.8% | +29.4% | -24.6% | -10.3% |
| 5Y | -66.0% | +81.2% | -147.3% | -74.6% |
| All | -28.3% | +278.6% | -306.9% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling