+19,555.7%
AVGO vs LPLA
+1,084.6%
+18,471.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | +6.1% | -3.2% | +9.2% | +7.4% |
| 30D | -2.7% | -8.6% | +6.0% | -0.5% |
| 3M | -16.9% | -18.7% | +1.8% | -11.8% |
| 6M | -19.1% | +4.5% | -23.7% | -22.0% |
| YTD | +0.3% | -15.3% | +15.6% | +3.0% |
| 1Y | -1.2% | -19.9% | +18.7% | +3.6% |
| 3Y | +272.4% | +33.4% | +239.0% | +220.0% |
| 5Y | +579.0% | +87.4% | +491.6% | +397.1% |
| 10Y | +2,584.7% | +800.4% | +1,784.3% | +1,009.3% |
| All | +19,555.7% | +1,084.6% | +18,471.1% | +7,014.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling