+738.1%
LPLA vs FDS
+127.7%
+610.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.6% |
| 30D | -9.5% | +14.8% | -24.3% | -15.1% |
| 3M | -21.9% | +16.3% | -38.1% | -27.6% |
| 6M | -2.6% | +66.2% | -68.9% | -25.5% |
| YTD | -17.8% | +16.2% | -34.0% | -26.3% |
| 1Y | -21.2% | +21.8% | -43.0% | -31.5% |
| 3Y | +30.6% | -23.9% | +54.5% | +43.6% |
| 5Y | +81.3% | -23.1% | +104.5% | +92.8% |
| All | +738.1% | +127.7% | +610.5% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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