+5.6%
AS vs LPLA
-19.1%
+24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.7% |
| 7D | +7.1% | +7.6% | -0.5% | +6.0% |
| 30D | +12.8% | -9.5% | +22.3% | +14.0% |
| 3M | -14.7% | -16.3% | +1.6% | -13.1% |
| 6M | -9.9% | -8.0% | -2.0% | -8.6% |
| YTD | -16.1% | -15.5% | -0.6% | -14.4% |
| All | +5.6% | -19.1% | +24.7% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling