+672.3%
AU vs LPLA
+1,251.7%
-579.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -4.3% | -1.5% | -2.7% | -4.3% |
| 30D | +7.3% | -6.0% | +13.3% | +7.3% |
| 3M | +26.3% | +24.0% | +2.3% | +26.4% |
| 6M | +1.8% | +17.0% | -15.2% | +1.8% |
| YTD | +26.8% | -0.7% | +27.5% | +26.9% |
| 1Y | +66.7% | +2.1% | +64.6% | +66.8% |
| 3Y | +579.1% | +48.7% | +530.4% | +582.9% |
| 5Y | +689.3% | +151.2% | +538.1% | +692.1% |
| All | +672.3% | +1,251.7% | -579.4% | +698.1% |
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