+602.8%
ABBV vs LPLA
+757.5%
-154.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | +2.2% | -2.8% | +4.9% | +2.6% |
| 30D | +8.0% | -10.2% | +18.1% | +9.4% |
| 3M | +19.1% | -22.3% | +41.4% | +23.1% |
| 6M | +43.5% | -0.5% | +44.0% | +42.6% |
| YTD | +32.7% | -17.9% | +50.6% | +35.0% |
| 1Y | +30.0% | -22.0% | +52.1% | +33.3% |
| 3Y | +134.7% | +29.4% | +105.3% | +114.9% |
| 5Y | +200.6% | +81.2% | +119.4% | +147.4% |
| All | +602.8% | +757.5% | -154.8% | +342.6% |
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