+216.9%
B vs LPLA
+757.5%
-540.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.1% |
| 7D | -6.2% | -2.8% | -3.4% | -6.2% |
| 30D | -6.6% | -10.2% | +3.5% | -6.6% |
| 3M | -7.9% | -22.3% | +14.4% | -7.7% |
| 6M | -16.8% | -0.5% | -16.3% | -16.8% |
| YTD | -11.7% | -17.9% | +6.2% | -11.6% |
| 1Y | +3.5% | -22.0% | +25.5% | +3.6% |
| 3Y | +165.7% | +29.4% | +136.3% | +166.6% |
| 5Y | +108.4% | +81.2% | +27.2% | +108.5% |
| All | +216.9% | +757.5% | -540.6% | +254.3% |
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