-19.9%
LPLA vs FDS
+27.2%
-47.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -5.0% | -2.6% |
| 7D | -3.2% | -2.1% | -1.0% | -2.9% |
| 30D | -8.6% | +16.0% | -24.6% | -10.3% |
| 3M | -18.7% | +18.8% | -37.5% | -20.4% |
| 6M | +4.5% | +54.1% | -49.6% | -0.4% |
| YTD | -15.3% | +17.0% | -32.3% | -18.6% |
| 1Y | -19.9% | +25.5% | -45.4% | -22.3% |
| All | -19.9% | +27.2% | -47.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling