+2,660.6%
AVGO vs LPLA
+758.1%
+1,902.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +18.2% | -0.9% | +19.1% | +18.5% |
| 30D | +0.2% | -9.5% | +9.7% | +2.9% |
| 3M | -16.8% | -21.9% | +5.1% | -10.0% |
| 6M | -16.5% | -2.6% | -13.8% | -17.6% |
| YTD | +0.8% | -17.8% | +18.6% | +4.8% |
| 1Y | +2.8% | -21.2% | +24.0% | +8.8% |
| 3Y | +278.5% | +30.6% | +247.9% | +221.2% |
| 5Y | +573.1% | +81.3% | +491.7% | +374.5% |
| All | +2,660.6% | +758.1% | +1,902.5% | +1,067.1% |
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