+317.2%
ADP vs LPLA
+757.5%
-440.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +0.3% | -2.8% | +3.0% | +1.0% |
| 30D | +11.6% | -10.2% | +21.8% | +14.3% |
| 3M | +15.1% | -22.3% | +37.3% | +22.3% |
| 6M | +46.0% | -0.5% | +46.5% | +44.6% |
| YTD | +22.4% | -17.9% | +40.2% | +26.7% |
| 1Y | +24.5% | -22.0% | +46.5% | +30.6% |
| 3Y | +44.8% | +29.4% | +15.4% | +26.1% |
| 5Y | +49.1% | +81.2% | -32.1% | +11.0% |
| All | +317.2% | +757.5% | -440.3% | +96.6% |
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