+678.4%
A vs LPLA
+1,111.7%
-433.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +1.4% | +3.6% | -2.3% | +0.4% |
| 30D | +4.3% | -6.8% | +11.1% | +5.6% |
| 3M | +19.8% | -17.0% | +36.8% | +24.8% |
| 6M | +54.4% | +1.8% | +52.5% | +51.2% |
| YTD | +31.7% | -13.4% | +45.1% | +34.0% |
| 1Y | +22.4% | -17.5% | +40.0% | +26.2% |
| 3Y | +67.7% | +36.5% | +31.2% | +44.6% |
| 5Y | +15.7% | +92.6% | -76.9% | -13.4% |
| 10Y | +308.7% | +809.2% | -500.5% | +72.6% |
| All | +678.4% | +1,111.7% | -433.3% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling