-30.6%
AR vs LPLA
+837.1%
-867.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -14.3% | +4.1% | -18.4% | -15.9% |
| 30D | +1.4% | -9.0% | +10.5% | +4.0% |
| 3M | +3.4% | -17.6% | +21.0% | +9.8% |
| 6M | -2.1% | -8.8% | +6.8% | -0.9% |
| YTD | +4.7% | -17.0% | +21.7% | +8.0% |
| 1Y | +10.6% | -20.4% | +31.0% | +16.0% |
| 3Y | +24.6% | +35.4% | -10.8% | +0.8% |
| 5Y | +71.9% | +79.7% | -7.8% | +18.9% |
| 10Y | +46.4% | +915.0% | -868.6% | -38.4% |
| All | -30.6% | +837.1% | -867.7% | -65.0% |
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