+280.8%
C vs LPLA
+1,060.6%
-779.8%
-56.5%
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% | +1.4% |
| 7D | -2.4% | +4.1% | -6.5% | -4.4% |
| 30D | -6.0% | -9.0% | +3.0% | -2.5% |
| 3M | -10.5% | -17.6% | +7.1% | -2.9% |
| 6M | -5.7% | -8.8% | +3.1% | -3.7% |
| YTD | +4.1% | -17.0% | +21.2% | +10.6% |
| 1Y | +20.5% | -20.4% | +40.9% | +30.6% |
| 3Y | +208.1% | +35.4% | +172.7% | +143.1% |
| 5Y | +110.4% | +79.7% | +30.7% | +33.9% |
| 10Y | +234.6% | +915.0% | -680.3% | -11.4% |
| All | +280.8% | +1,060.6% | -779.8% | -24.5% |
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