+748.4%
ASX vs LPLA
+902.8%
-154.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.0% |
| 7D | -19.9% | +4.1% | -24.1% | -20.9% |
| 30D | -30.9% | -9.0% | -21.9% | -29.3% |
| 3M | -15.1% | -17.6% | +2.5% | -10.7% |
| 6M | -6.5% | -8.8% | +2.4% | -5.6% |
| YTD | +98.4% | -17.0% | +115.5% | +104.2% |
| 1Y | +107.9% | -20.4% | +128.3% | +117.0% |
| 3Y | +325.3% | +35.4% | +289.9% | +261.8% |
| 5Y | +447.3% | +79.7% | +367.6% | +306.8% |
| All | +748.4% | +902.8% | -154.4% | +372.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling