+41.8%
AR vs LPLA
+1,194.2%
-1,152.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.3% |
| 7D | -1.8% | -2.1% | +0.2% | -0.9% |
| 30D | +12.6% | -3.3% | +15.9% | +14.2% |
| 3M | +10.0% | +23.5% | -13.5% | -1.2% |
| 6M | +0.6% | +12.0% | -11.4% | -6.5% |
| YTD | +13.4% | -1.7% | +15.1% | +10.5% |
| 1Y | +21.7% | +3.2% | +18.5% | +15.0% |
| 3Y | +45.8% | +46.2% | -0.4% | +10.2% |
| 5Y | +144.3% | +144.9% | -0.7% | +31.4% |
| 10Y | +41.8% | +1,195.1% | -1,153.3% | -55.7% |
| All | +41.8% | +1,194.2% | -1,152.4% | -55.7% |
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 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