+20.5%
B vs LPLA
+1,311.2%
-1,290.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.0% | +23.2% | -18.2% | +5.2% |
| 6M | -3.5% | +15.5% | -19.1% | -3.4% |
| YTD | +4.5% | +0.9% | +3.6% | +4.5% |
| 1Y | +67.8% | +0.2% | +67.6% | +67.9% |
| 3Y | +196.7% | +55.2% | +141.5% | +199.9% |
| 5Y | +151.9% | +145.4% | +6.5% | +156.9% |
| 10Y | +202.2% | +1,229.7% | -1,027.5% | +224.4% |
| All | +20.5% | +1,311.2% | -1,290.7% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling