+288.6%
AZO vs LPLA
+1,251.7%
-963.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | -3.6% | -1.5% | -2.0% | -3.3% |
| 30D | -5.6% | -6.0% | +0.5% | -4.4% |
| 3M | -6.6% | +24.0% | -30.7% | -10.7% |
| 6M | -22.5% | +17.0% | -39.5% | -25.2% |
| YTD | -15.2% | -0.7% | -14.5% | -15.9% |
| 1Y | -33.9% | +2.1% | -36.1% | -35.1% |
| 3Y | +11.8% | +48.7% | -36.9% | -1.7% |
| 5Y | +85.5% | +151.2% | -65.7% | +38.0% |
| All | +288.6% | +1,251.7% | -963.1% | +106.5% |
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