+371.6%
ALL vs LPLA
+758.1%
-386.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +5.0% | -0.9% | +6.0% | +5.2% |
| 30D | +13.3% | -9.5% | +22.8% | +15.9% |
| 3M | +3.2% | -21.9% | +25.0% | +9.9% |
| 6M | +25.3% | -2.6% | +28.0% | +24.7% |
| YTD | +30.5% | -17.8% | +48.3% | +34.8% |
| 1Y | +29.2% | -21.2% | +50.4% | +34.9% |
| 3Y | +119.1% | +30.6% | +88.5% | +87.4% |
| 5Y | +162.6% | +81.3% | +81.3% | +92.0% |
| All | +371.6% | +758.1% | -386.4% | +114.5% |
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