+892.1%
LPLA vs FIVE
+563.4%
+328.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -9.0% | +17.7% | -26.7% | -13.1% |
| 3M | -17.6% | +4.0% | -21.6% | -19.0% |
| 6M | -8.8% | +2.6% | -11.4% | -10.7% |
| YTD | -17.0% | +27.6% | -44.6% | -24.2% |
| 1Y | -20.4% | +59.9% | -80.4% | -32.0% |
| 3Y | +35.4% | +35.8% | -0.3% | +12.5% |
| 5Y | +79.7% | +14.4% | +65.3% | +51.0% |
| All | +892.1% | +563.4% | +328.7% | +415.1% |
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