+370.0%
ALL vs LPLA
+757.5%
-387.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | 0.0% | -2.8% | +2.8% | +0.7% |
| 30D | +12.8% | -10.2% | +23.0% | +15.6% |
| 3M | +4.7% | -22.3% | +26.9% | +11.6% |
| 6M | +24.9% | -0.5% | +25.4% | +23.5% |
| YTD | +30.0% | -17.9% | +47.8% | +34.3% |
| 1Y | +29.9% | -22.0% | +52.0% | +36.2% |
| 3Y | +117.5% | +29.4% | +88.1% | +86.7% |
| 5Y | +161.7% | +81.2% | +80.5% | +91.3% |
| All | +370.0% | +757.5% | -387.5% | +113.8% |
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