+711.1%
AVGO vs LPLA
+145.5%
+565.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -0.8% | -1.5% | +0.8% | -0.3% |
| 30D | -13.7% | -6.0% | -7.8% | -12.1% |
| 3M | -6.9% | +21.4% | -28.3% | -13.1% |
| 6M | +5.8% | +12.1% | -6.3% | +0.8% |
| YTD | +5.7% | -1.8% | +7.5% | +4.7% |
| 1Y | +9.0% | +3.2% | +5.8% | +5.8% |
| 3Y | +340.5% | +45.9% | +294.6% | +277.8% |
| 5Y | +711.1% | +144.7% | +566.4% | +440.3% |
| All | +711.1% | +145.5% | +565.5% | +440.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling