-27.6%
AR vs LPLA
+878.3%
-906.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.6% |
| 7D | -5.8% | +3.6% | -9.4% | -7.2% |
| 30D | +4.8% | -6.8% | +11.6% | +6.5% |
| 3M | +1.5% | -17.0% | +18.5% | +7.5% |
| 6M | +4.7% | +1.8% | +2.9% | +1.5% |
| YTD | +9.2% | -13.4% | +22.6% | +10.8% |
| 1Y | +11.2% | -17.5% | +28.7% | +15.1% |
| 3Y | +46.2% | +36.5% | +9.8% | +18.3% |
| 5Y | +98.1% | +92.6% | +5.4% | +33.3% |
| 10Y | +54.5% | +809.2% | -754.7% | -34.4% |
| All | -27.6% | +878.3% | -906.0% | -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