+214.8%
B vs LPLA
+758.1%
-543.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -7.3% | -0.9% | -6.4% | -7.3% |
| 30D | -3.3% | -9.5% | +6.2% | -3.3% |
| 3M | -7.8% | -21.9% | +14.1% | -7.6% |
| 6M | -15.5% | -2.6% | -12.9% | -15.6% |
| YTD | -12.3% | -17.8% | +5.5% | -12.2% |
| 1Y | +5.4% | -21.2% | +26.5% | +5.5% |
| 3Y | +165.5% | +30.6% | +134.9% | +166.4% |
| 5Y | +107.0% | +81.3% | +25.7% | +107.1% |
| All | +214.8% | +758.1% | -543.2% | +251.9% |
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 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