+1,093.1%
LPLA vs FDS
+345.0%
+748.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.1% |
| 7D | +4.1% | -0.5% | +4.7% | +4.4% |
| 30D | -9.0% | +20.2% | -29.2% | -16.6% |
| 3M | -17.6% | +19.9% | -37.5% | -25.0% |
| 6M | -8.8% | +56.2% | -65.0% | -28.8% |
| YTD | -17.0% | +14.6% | -31.6% | -25.7% |
| 1Y | -20.4% | +31.6% | -52.0% | -34.2% |
| 3Y | +35.4% | -23.8% | +59.2% | +46.0% |
| 5Y | +79.7% | -22.6% | +102.3% | +87.1% |
| 10Y | +915.0% | +139.3% | +775.6% | +446.6% |
| All | +1,093.1% | +345.0% | +748.1% | +390.5% |
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