+97.3%
LPLA vs FGI
-70.0%
+167.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.6% | -4.1% | +7.7% | +3.7% |
| 30D | -6.8% | -3.4% | -3.4% | -6.7% |
| 3M | -17.0% | +61.8% | -78.8% | -18.9% |
| 6M | +1.8% | +17.0% | -15.2% | 0.0% |
| YTD | -13.4% | +31.4% | -44.8% | -16.5% |
| 1Y | -17.5% | +42.7% | -60.2% | -21.1% |
| 3Y | +36.5% | -0.1% | +36.6% | +26.5% |
| All | +97.3% | -70.0% | +167.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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