+314.7%
A vs LPLA
+758.1%
-443.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -0.9% | +0.5% | -0.2% |
| 30D | 0.0% | -9.5% | +9.5% | +1.8% |
| 3M | +16.7% | -21.9% | +38.6% | +22.8% |
| 6M | +54.8% | -2.6% | +57.4% | +53.7% |
| YTD | +28.8% | -17.8% | +46.6% | +32.5% |
| 1Y | +19.3% | -21.2% | +40.5% | +24.0% |
| 3Y | +65.5% | +30.6% | +34.9% | +46.5% |
| 5Y | +12.1% | +81.3% | -69.3% | -12.6% |
| All | +314.7% | +758.1% | -443.4% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling