+978.2%
LPLA vs FIVE
+848.8%
+129.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | -10.2% | +15.8% | -26.0% | -13.4% |
| 3M | -22.3% | +3.8% | -26.1% | -23.3% |
| 6M | -0.5% | +18.5% | -19.0% | -5.7% |
| YTD | -17.9% | +31.2% | -49.1% | -24.5% |
| 1Y | -22.0% | +61.8% | -83.9% | -32.1% |
| 3Y | +29.4% | +39.9% | -10.5% | +9.0% |
| 5Y | +81.2% | +18.3% | +62.9% | +53.9% |
| 10Y | +773.4% | +510.0% | +263.4% | +404.4% |
| All | +978.2% | +848.8% | +129.4% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling