+193.4%
B vs LPLA
+1,194.2%
-1,000.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.4% |
| 7D | +2.3% | -2.1% | +4.4% | +2.3% |
| 30D | +1.4% | -3.3% | +4.7% | +1.4% |
| 3M | +12.2% | +23.5% | -11.3% | +12.1% |
| 6M | -2.1% | +12.0% | -14.1% | -2.2% |
| YTD | +2.9% | -1.7% | +4.6% | +3.0% |
| 1Y | +55.3% | +3.2% | +52.1% | +55.4% |
| 3Y | +198.7% | +46.2% | +152.5% | +199.4% |
| 5Y | +153.8% | +144.9% | +8.9% | +153.3% |
| 10Y | +193.4% | +1,195.1% | -1,001.7% | +195.5% |
| All | +193.4% | +1,194.2% | -1,000.8% | +195.5% |
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