-35.7%
AUR vs LPLA
+130.9%
-166.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | +1.4% | -1.5% | +3.0% | +2.1% |
| 30D | -6.4% | -6.0% | -0.4% | -3.8% |
| 3M | +7.7% | +24.0% | -16.3% | -3.0% |
| 6M | +44.5% | +17.0% | +27.5% | +33.1% |
| YTD | +67.4% | -0.7% | +68.1% | +65.8% |
| 1Y | +15.4% | +2.1% | +13.3% | +12.6% |
| 3Y | +94.8% | +48.7% | +46.2% | +58.1% |
| 5Y | -35.1% | +151.2% | -186.4% | -56.6% |
| All | -35.7% | +130.9% | -166.6% | -56.9% |
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 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