+120.4%
AS vs LPLA
+52.2%
+68.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -4.9% | -3.1% | -1.8% | -4.1% |
| 30D | -19.6% | -0.1% | -19.5% | -19.6% |
| 3M | -14.4% | +23.2% | -37.6% | -19.5% |
| 6M | -20.1% | +15.5% | -35.7% | -23.8% |
| YTD | -20.9% | +0.9% | -21.8% | -21.8% |
| 1Y | -21.9% | +0.2% | -22.0% | -23.0% |
| All | +120.4% | +52.2% | +68.2% | +87.7% |
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