+9.2%
B vs LPLA
+1,060.6%
-1,051.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +9.6% | +4.1% | +5.4% | +9.6% |
| 30D | +3.5% | -9.0% | +12.5% | +3.4% |
| 3M | -1.6% | -17.6% | +16.1% | -1.7% |
| 6M | -1.7% | -8.8% | +7.2% | -1.7% |
| YTD | -5.3% | -17.0% | +11.7% | -5.4% |
| 1Y | +27.2% | -20.4% | +47.6% | +27.0% |
| 3Y | +166.1% | +35.4% | +130.7% | +168.7% |
| 5Y | +136.5% | +79.7% | +56.8% | +140.4% |
| 10Y | +172.2% | +915.0% | -742.7% | +190.8% |
| All | +9.2% | +1,060.6% | -1,051.4% | +14.2% |
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