-35.0%
AUR vs LPLA
+128.2%
-163.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +11.1% | -1.5% | +12.7% | +11.9% |
| 30D | -6.9% | -6.0% | -0.9% | -4.4% |
| 3M | +5.5% | +21.4% | -15.8% | -4.0% |
| 6M | +41.0% | +12.1% | +28.9% | +32.5% |
| YTD | +69.3% | -1.8% | +71.1% | +68.5% |
| 1Y | +14.0% | +3.2% | +10.8% | +10.6% |
| 3Y | +90.1% | +45.9% | +44.1% | +55.5% |
| 5Y | -34.4% | +144.7% | -179.1% | -55.9% |
| All | -35.0% | +128.2% | -163.2% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling