+144.7%
LPLA vs FLR
+245.1%
-100.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | -6.0% | +4.9% | -10.9% | -7.1% |
| 3M | +21.4% | +10.8% | +10.6% | +17.1% |
| 6M | +12.1% | +19.7% | -7.6% | +5.2% |
| YTD | -1.8% | +38.4% | -40.2% | -11.5% |
| 1Y | +3.2% | +34.7% | -31.5% | -7.0% |
| 3Y | +45.9% | +56.7% | -10.7% | +19.5% |
| 5Y | +144.7% | +241.6% | -97.0% | +56.2% |
| All | +144.7% | +245.1% | -100.4% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling