+133.7%
AS vs LPLA
+27.4%
+106.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.3% |
| 7D | +7.1% | +7.6% | -0.5% | +5.0% |
| 30D | +12.8% | -9.5% | +22.3% | +15.4% |
| 3M | -14.7% | -16.3% | +1.6% | -11.0% |
| 6M | -9.9% | -8.0% | -2.0% | -8.6% |
| YTD | -16.1% | -15.5% | -0.6% | -13.4% |
| 1Y | +0.2% | -19.4% | +19.5% | +4.9% |
| All | +133.7% | +27.4% | +106.3% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling