+28.2%
BABA vs LPLA
+765.4%
-737.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.8% | -3.1% | -1.7% | -4.1% |
| 30D | -11.9% | -0.1% | -11.8% | -12.0% |
| 3M | -9.3% | +23.2% | -32.5% | -13.8% |
| 6M | -14.2% | +15.5% | -29.8% | -17.6% |
| YTD | -22.0% | +0.9% | -22.9% | -22.9% |
| 1Y | -12.7% | +0.2% | -12.9% | -14.0% |
| 3Y | +26.7% | +55.2% | -28.6% | +8.7% |
| 5Y | -29.3% | +145.4% | -174.8% | -47.4% |
| 10Y | +21.2% | +1,229.7% | -1,208.4% | -39.5% |
| All | +28.2% | +765.4% | -737.3% | -26.5% |
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