+1,117.8%
LPLA vs FLR
+6.0%
+1,111.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -3.2% | +6.3% | -9.5% | -4.9% |
| 30D | -8.6% | +1.8% | -10.5% | -9.4% |
| 3M | -18.7% | -4.4% | -14.3% | -18.2% |
| 6M | +4.5% | +15.9% | -11.3% | -2.1% |
| YTD | -15.3% | +27.7% | -43.0% | -23.9% |
| 1Y | -19.9% | +11.6% | -31.5% | -25.2% |
| 3Y | +33.4% | +39.9% | -6.5% | +10.2% |
| 5Y | +87.4% | +127.5% | -40.1% | +28.6% |
| 10Y | +800.4% | +11.6% | +788.8% | +490.9% |
| All | +1,117.8% | +6.0% | +1,111.8% | +675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling