+16.0%
BABA vs LPLA
+797.0%
-781.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.6% |
| 7D | -3.6% | -3.2% | -0.4% | -2.9% |
| 30D | -8.4% | -8.6% | +0.3% | -6.8% |
| 3M | -20.6% | -18.7% | -1.9% | -17.0% |
| 6M | -25.4% | +4.5% | -29.9% | -27.0% |
| YTD | -30.1% | -15.3% | -14.8% | -28.4% |
| 1Y | -36.3% | -19.9% | -16.4% | -33.8% |
| 3Y | +30.4% | +33.4% | -3.0% | +13.3% |
| 5Y | -35.7% | +87.4% | -123.1% | -51.3% |
| 10Y | +16.0% | +800.4% | -784.4% | -40.3% |
| All | +16.0% | +797.0% | -781.0% | -40.3% |
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