+1,224.3%
LPLA vs FIVE
+868.1%
+356.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.6% |
| 7D | -3.1% | +4.3% | -7.3% | -4.1% |
| 30D | -0.1% | +12.5% | -12.6% | -3.2% |
| 3M | +23.2% | +31.2% | -8.0% | +14.6% |
| 6M | +15.5% | +14.4% | +1.2% | +10.2% |
| YTD | +0.9% | +33.9% | -33.0% | -7.6% |
| 1Y | +0.2% | +65.1% | -64.9% | -13.4% |
| 3Y | +55.2% | +49.0% | +6.3% | +28.6% |
| 5Y | +145.4% | +30.3% | +115.1% | +102.8% |
| 10Y | +1,229.7% | +481.1% | +748.5% | +671.4% |
| All | +1,224.3% | +868.1% | +356.1% | +540.2% |
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