+94.8%
AUR vs LPLA
+46.5%
+48.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.8% |
| 7D | +1.4% | -1.5% | +3.0% | +2.0% |
| 30D | -6.4% | -6.0% | -0.4% | -4.0% |
| 3M | +7.7% | +24.0% | -16.3% | -2.2% |
| 6M | +44.5% | +17.0% | +27.5% | +34.1% |
| YTD | +67.4% | -0.7% | +68.1% | +66.4% |
| 1Y | +15.4% | +2.1% | +13.3% | +13.2% |
| 3Y | +94.8% | +48.7% | +46.2% | +83.4% |
| All | +94.8% | +46.5% | +48.3% | +83.4% |
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