+54.3%
AR vs LPLA
+758.1%
-703.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | +5.8% | -9.5% | +15.3% | +9.1% |
| 3M | +5.2% | -21.9% | +27.1% | +15.7% |
| 6M | +5.4% | -2.6% | +8.1% | +3.5% |
| YTD | +12.4% | -17.8% | +30.2% | +16.8% |
| 1Y | +12.8% | -21.2% | +34.0% | +19.6% |
| 3Y | +47.2% | +30.6% | +16.6% | +13.8% |
| 5Y | +101.1% | +81.3% | +19.8% | +21.5% |
| All | +54.3% | +758.1% | -703.7% | -46.4% |
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