+1,102.0%
ALL vs LPLA
+1,060.6%
+41.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.0% |
| 7D | -1.9% | +4.1% | -6.1% | -3.0% |
| 30D | +13.8% | -9.0% | +22.8% | +16.0% |
| 3M | -7.0% | -17.6% | +10.6% | -2.9% |
| 6M | +18.0% | -8.8% | +26.9% | +19.6% |
| YTD | +24.2% | -17.0% | +41.2% | +27.7% |
| 1Y | +31.2% | -20.4% | +51.6% | +36.1% |
| 3Y | +107.5% | +35.4% | +72.1% | +80.6% |
| 5Y | +144.8% | +79.7% | +65.1% | +90.9% |
| 10Y | +375.8% | +915.0% | -539.2% | +133.0% |
| All | +1,102.0% | +1,060.6% | +41.4% | +395.2% |
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 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