+265.0%
C vs LPLA
+54.7%
+210.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | -3.1% | +6.7% | +4.9% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +2.4% | +23.2% | -20.8% | -6.0% |
| 6M | +24.9% | +15.5% | +9.4% | +16.9% |
| YTD | +19.8% | +0.9% | +18.9% | +18.2% |
| 1Y | +44.9% | +0.2% | +44.7% | +42.6% |
| All | +265.0% | +54.7% | +210.3% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling