+16.8%
A vs LPLA
+89.2%
-72.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.5% |
| 7D | +4.8% | +2.3% | +2.5% | +4.3% |
| 30D | +5.6% | -7.7% | +13.3% | +6.8% |
| 3M | +23.6% | -15.7% | +39.3% | +26.9% |
| 6M | +56.4% | +0.8% | +55.5% | +54.5% |
| YTD | +33.4% | -14.2% | +47.6% | +35.6% |
| 1Y | +23.7% | -17.9% | +41.6% | +26.8% |
| 3Y | +71.0% | +36.1% | +34.9% | +53.9% |
| 5Y | +16.8% | +90.3% | -73.5% | -8.0% |
| All | +16.8% | +89.2% | -72.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling