+208.6%
B vs LPLA
+824.7%
-616.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.1% |
| 7D | +7.1% | +3.6% | +3.5% | +7.1% |
| 30D | -3.3% | -6.8% | +3.4% | -3.3% |
| 3M | -2.5% | -17.0% | +14.5% | -2.5% |
| 6M | -7.2% | +1.8% | -9.1% | -7.3% |
| YTD | -7.4% | -13.4% | +6.0% | -7.3% |
| 1Y | +16.4% | -17.5% | +33.9% | +16.5% |
| 3Y | +178.7% | +36.5% | +142.3% | +179.5% |
| 5Y | +121.7% | +92.6% | +29.0% | +121.6% |
| 10Y | +208.6% | +809.2% | -600.6% | +243.6% |
| All | +208.6% | +824.7% | -616.1% | +243.6% |
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