+242.2%
A vs LPLA
+1,235.7%
-993.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -4.4% | -1.5% | -2.8% | -4.0% |
| 30D | -2.7% | -6.0% | +3.3% | -1.3% |
| 3M | +7.0% | +21.4% | -14.3% | +1.8% |
| 6M | +24.6% | +12.1% | +12.5% | +20.5% |
| YTD | +7.0% | -1.8% | +8.9% | +6.4% |
| 1Y | +15.6% | +3.2% | +12.4% | +13.0% |
| 3Y | +29.9% | +45.9% | -16.0% | +13.5% |
| 5Y | -15.4% | +144.7% | -160.0% | -38.0% |
| All | +242.2% | +1,235.7% | -993.5% | +77.9% |
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