+238.4%
A vs LPLA
+1,226.8%
-988.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -4.6% | -3.7% | -0.9% | -3.7% |
| 30D | -4.3% | -6.4% | +2.1% | -2.8% |
| 3M | +8.9% | +20.2% | -11.2% | +3.8% |
| 6M | +24.5% | +12.8% | +11.7% | +20.2% |
| YTD | +5.8% | -2.5% | +8.3% | +5.4% |
| 1Y | +16.2% | +1.9% | +14.3% | +14.0% |
| 3Y | +28.5% | +45.0% | -16.5% | +12.4% |
| 5Y | -16.3% | +146.6% | -162.9% | -38.9% |
| All | +238.4% | +1,226.8% | -988.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LPLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling