+3.3%
AVGO vs LPLA
-23.1%
+26.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.8% |
| 7D | +25.0% | -2.8% | +27.8% | +25.2% |
| 30D | +2.0% | -10.2% | +12.1% | +3.1% |
| 3M | -12.3% | -22.3% | +10.0% | -9.5% |
| 6M | -12.8% | -0.5% | -12.3% | -13.6% |
| YTD | +5.9% | -17.9% | +23.7% | +7.7% |
| 1Y | +3.3% | -22.0% | +25.4% | +12.8% |
| All | +3.3% | -23.1% | +26.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling