+144.9%
LPLA vs FDS
-20.4%
+165.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.5% |
| 7D | -2.1% | -5.4% | +3.3% | -0.7% |
| 30D | -3.3% | +1.6% | -4.9% | -3.8% |
| 3M | +23.5% | +17.7% | +5.8% | +18.0% |
| 6M | +12.0% | +29.1% | -17.1% | +3.4% |
| YTD | -1.7% | +1.0% | -2.6% | -2.6% |
| 1Y | +3.2% | -21.6% | +24.8% | +11.4% |
| 3Y | +46.2% | -30.1% | +76.3% | +63.2% |
| 5Y | +144.9% | -20.7% | +165.6% | +184.3% |
| All | +144.9% | -20.4% | +165.3% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling