+575.6%
AU vs LPLA
+43.8%
+531.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | -7.0% | -3.7% | -3.3% | -6.9% |
| 30D | +7.3% | -6.4% | +13.7% | +7.3% |
| 3M | +33.2% | +20.2% | +13.0% | +33.1% |
| 6M | -0.6% | +12.8% | -13.5% | -0.8% |
| YTD | +26.2% | -2.5% | +28.7% | +26.4% |
| 1Y | +68.3% | +1.9% | +66.3% | +68.8% |
| All | +575.6% | +43.8% | +531.7% | +648.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling