+469.8%
ADSK vs LPLA
+1,273.0%
-803.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -14.5% | -1.5% | -13.0% | -14.1% |
| 30D | -19.3% | -6.0% | -13.3% | -17.6% |
| 3M | -7.8% | +21.4% | -29.2% | -14.0% |
| 6M | -20.8% | +12.1% | -32.8% | -24.5% |
| YTD | -30.2% | -1.8% | -28.4% | -30.8% |
| 1Y | -36.5% | +3.2% | -39.7% | -38.5% |
| 3Y | -5.7% | +45.9% | -51.7% | -21.8% |
| 5Y | -28.2% | +144.7% | -172.8% | -53.0% |
| 10Y | +209.1% | +1,222.4% | -1,013.3% | +5.2% |
| All | +469.8% | +1,273.0% | -803.2% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling