+148.0%
ADBE vs LPLA
+1,226.8%
-1,078.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -12.9% | -3.7% | -9.3% | -12.0% |
| 30D | -5.6% | -6.4% | +0.7% | -3.9% |
| 3M | +6.6% | +20.2% | -13.6% | +1.1% |
| 6M | -9.6% | +12.8% | -22.4% | -13.1% |
| YTD | -28.9% | -2.5% | -26.4% | -29.2% |
| 1Y | -28.9% | +1.9% | -30.9% | -30.5% |
| 3Y | -55.6% | +45.0% | -100.6% | -61.8% |
| 5Y | -62.2% | +146.6% | -208.8% | -73.3% |
| All | +148.0% | +1,226.8% | -1,078.7% | +20.8% |
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