+800.4%
LPLA vs FDS
+132.8%
+667.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -5.0% | -3.4% |
| 7D | -3.2% | -2.1% | -1.0% | -2.3% |
| 30D | -8.6% | +16.0% | -24.6% | -14.7% |
| 3M | -18.7% | +18.8% | -37.5% | -25.4% |
| 6M | +4.5% | +54.1% | -49.6% | -17.1% |
| YTD | -15.3% | +17.0% | -32.3% | -24.3% |
| 1Y | -19.9% | +25.5% | -45.4% | -31.5% |
| 3Y | +33.4% | -23.3% | +56.7% | +46.1% |
| 5Y | +87.4% | -22.6% | +110.0% | +98.7% |
| 10Y | +800.4% | +130.2% | +670.2% | +384.9% |
| All | +800.4% | +132.8% | +667.7% | +384.9% |
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