+800.4%
LPLA vs FIVE
+535.9%
+264.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -8.6% | +17.4% | -26.0% | -12.7% |
| 3M | -18.7% | +7.0% | -25.7% | -20.6% |
| 6M | +4.5% | +20.5% | -15.9% | -2.2% |
| YTD | -15.3% | +33.1% | -48.4% | -23.5% |
| 1Y | -19.9% | +67.1% | -87.0% | -32.3% |
| 3Y | +33.4% | +41.9% | -8.5% | +9.6% |
| 5Y | +87.4% | +21.1% | +66.3% | +54.9% |
| 10Y | +800.4% | +518.8% | +281.6% | +374.9% |
| All | +800.4% | +535.9% | +264.5% | +374.9% |
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