+1,350.8%
LPLA vs FDS
+309.8%
+1,040.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.3% |
| 7D | -3.1% | -1.9% | -1.2% | -2.2% |
| 30D | -0.1% | +9.0% | -9.1% | -4.3% |
| 3M | +23.2% | +18.9% | +4.4% | +11.9% |
| 6M | +15.5% | +35.1% | -19.6% | -3.5% |
| YTD | +0.9% | +5.5% | -4.6% | -5.5% |
| 1Y | +0.2% | -16.8% | +17.0% | +4.9% |
| 3Y | +55.2% | -28.1% | +83.3% | +72.5% |
| 5Y | +145.4% | -17.4% | +162.9% | +144.1% |
| 10Y | +1,229.7% | +85.4% | +1,144.2% | +713.7% |
| All | +1,350.8% | +309.8% | +1,040.9% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling