+345.1%
AVAV vs LPLA
+797.0%
-452.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.4% |
| 7D | +9.9% | -3.2% | +13.0% | +11.1% |
| 30D | -5.4% | -8.6% | +3.2% | -3.2% |
| 3M | -36.5% | -18.7% | -17.9% | -32.8% |
| 6M | -25.3% | +4.5% | -29.8% | -27.7% |
| YTD | -48.6% | -15.3% | -33.3% | -46.6% |
| 1Y | -62.1% | -19.9% | -42.2% | -60.0% |
| 3Y | +2.3% | +33.4% | -31.1% | -12.0% |
| 5Y | +35.4% | +87.4% | -52.0% | -2.1% |
| 10Y | +345.1% | +800.4% | -455.3% | +101.2% |
| All | +345.1% | +797.0% | -452.0% | +101.2% |
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 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