+215.4%
ADSK vs LPLA
+1,251.7%
-1,036.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.3% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | -14.9% | -6.0% | -8.9% | -13.1% |
| 3M | +3.3% | +24.0% | -20.7% | -4.5% |
| 6M | -15.7% | +17.0% | -32.6% | -20.9% |
| YTD | -28.2% | -0.7% | -27.6% | -29.2% |
| 1Y | -34.5% | +2.1% | -36.7% | -36.4% |
| 3Y | -2.9% | +48.7% | -51.6% | -20.5% |
| 5Y | -25.3% | +151.2% | -176.6% | -53.0% |
| All | +215.4% | +1,251.7% | -1,036.3% | +16.0% |
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 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