+30.6%
LPLA vs FLR
+35.7%
-5.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.9% | +5.4% | -6.3% | -1.9% |
| 30D | -9.5% | +2.8% | -12.3% | -10.1% |
| 3M | -21.9% | -6.4% | -15.5% | -21.2% |
| 6M | -2.6% | +8.8% | -11.4% | -6.1% |
| YTD | -17.8% | +23.6% | -41.4% | -23.8% |
| 1Y | -21.2% | +13.8% | -35.0% | -25.5% |
| 3Y | +30.6% | +36.5% | -5.8% | +13.0% |
| All | +30.6% | +35.7% | -5.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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