-24.5%
ADSK vs LPLA
+147.5%
-172.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | -14.9% | -6.0% | -8.9% | -13.5% |
| 3M | +3.3% | +24.0% | -20.7% | -2.7% |
| 6M | -15.7% | +17.0% | -32.6% | -19.7% |
| YTD | -28.2% | -0.7% | -27.6% | -28.8% |
| 1Y | -34.5% | +2.1% | -36.7% | -35.9% |
| 3Y | -2.9% | +48.7% | -51.6% | -16.5% |
| All | -24.5% | +147.5% | -172.0% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling