+2,798.6%
AVGO vs LPLA
+757.5%
+2,041.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +6.6% |
| 7D | +25.0% | -2.8% | +27.8% | +26.2% |
| 30D | +2.0% | -10.2% | +12.1% | +5.0% |
| 3M | -12.3% | -22.3% | +10.0% | -5.0% |
| 6M | -12.8% | -0.5% | -12.3% | -14.8% |
| YTD | +5.9% | -17.9% | +23.7% | +10.1% |
| 1Y | +3.3% | -22.0% | +25.4% | +9.8% |
| 3Y | +293.1% | +29.4% | +263.7% | +234.7% |
| 5Y | +606.7% | +81.2% | +525.5% | +398.4% |
| All | +2,798.6% | +757.5% | +2,041.1% | +1,125.8% |
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