+30.5%
LPLA vs FIVE
+40.2%
-9.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | -2.8% | +2.4% | -5.2% | -3.1% |
| 30D | -10.2% | +15.8% | -26.0% | -11.9% |
| 3M | -22.3% | +3.8% | -26.1% | -22.8% |
| 6M | -0.5% | +18.5% | -19.0% | -3.3% |
| YTD | -17.9% | +31.2% | -49.1% | -21.4% |
| 1Y | -22.0% | +61.8% | -83.9% | -27.5% |
| All | +30.5% | +40.2% | -9.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling