+129.8%
LPLA vs FGI
-70.4%
+200.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -0.1% | +65.4% | -65.5% | -2.3% |
| 3M | +23.2% | +23.5% | -0.3% | +21.1% |
| 6M | +15.5% | +60.5% | -45.0% | +10.8% |
| YTD | +0.9% | +30.0% | -29.1% | -2.6% |
| 1Y | +0.2% | +82.1% | -81.9% | -7.1% |
| 3Y | +55.2% | -4.4% | +59.6% | +44.4% |
| All | +129.8% | -70.4% | +200.1% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling