+35.4%
LPLA vs FDS
-23.2%
+58.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.1% |
| 7D | +4.1% | -0.5% | +4.7% | +4.3% |
| 30D | -9.0% | +20.2% | -29.2% | -12.0% |
| 3M | -17.6% | +19.9% | -37.5% | -20.4% |
| 6M | -8.8% | +56.2% | -65.0% | -16.7% |
| YTD | -17.0% | +14.6% | -31.6% | -19.1% |
| 1Y | -20.4% | +31.6% | -52.0% | -25.6% |
| 3Y | +35.4% | -23.8% | +59.2% | +50.4% |
| All | +35.4% | -23.2% | +58.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling