+20,240.6%
AVGO vs LPLA
+1,311.2%
+18,929.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -3.1% | +0.1% | -2.0% |
| 30D | -14.4% | -0.1% | -14.4% | -14.5% |
| 3M | -14.4% | +23.2% | -37.7% | -20.9% |
| 6M | +13.1% | +15.5% | -2.4% | +6.2% |
| YTD | +3.8% | +0.9% | +2.9% | +1.5% |
| 1Y | +17.8% | +0.2% | +17.6% | +14.7% |
| 3Y | +325.3% | +55.2% | +270.0% | +250.3% |
| 5Y | +689.9% | +145.4% | +544.5% | +431.3% |
| 10Y | +2,597.0% | +1,229.7% | +1,367.4% | +890.4% |
| All | +20,240.6% | +1,311.2% | +18,929.3% | +6,910.9% |
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