+1,224.8%
LPLA vs FIVE
+502.5%
+722.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.7% |
| 7D | -2.1% | +3.7% | -5.7% | -3.1% |
| 30D | -3.3% | +4.0% | -7.3% | -4.6% |
| 3M | +23.5% | +36.2% | -12.7% | +12.5% |
| 6M | +12.0% | +18.0% | -6.0% | +5.1% |
| YTD | -1.7% | +34.9% | -36.6% | -11.3% |
| 1Y | +3.2% | +67.9% | -64.7% | -13.2% |
| 3Y | +46.2% | +57.3% | -11.1% | +15.8% |
| 5Y | +144.9% | +39.5% | +105.4% | +91.7% |
| All | +1,224.8% | +502.5% | +722.3% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling