+31.8%
A vs LPLA
+50.5%
-18.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -2.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | +0.6% | -3.3% | +3.9% | +1.1% |
| 3M | +10.9% | +23.5% | -12.7% | +7.1% |
| 6M | +28.2% | +12.0% | +16.1% | +25.7% |
| YTD | +8.6% | -1.7% | +10.2% | +8.4% |
| 1Y | +15.5% | +3.2% | +12.3% | +14.2% |
| 3Y | +31.8% | +46.2% | -14.4% | +29.4% |
| All | +31.8% | +50.5% | -18.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling