-24.2%
AR vs LPLA
+1,039.5%
-1,063.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | -3.1% | +5.6% | +3.7% |
| 30D | +14.8% | -0.1% | +14.9% | +14.7% |
| 3M | +6.2% | +23.2% | -17.0% | -2.9% |
| 6M | +4.3% | +15.5% | -11.3% | -3.2% |
| YTD | +14.4% | +0.9% | +13.5% | +10.9% |
| 1Y | +21.3% | +0.2% | +21.2% | +17.2% |
| 3Y | +39.8% | +55.2% | -15.4% | +8.9% |
| 5Y | +142.1% | +145.4% | -3.4% | +50.0% |
| 10Y | +52.0% | +1,229.7% | -1,177.6% | -40.7% |
| All | -24.2% | +1,039.5% | -1,063.7% | -64.0% |
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