-49.3%
COMP vs LPLA
+113.6%
-162.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +11.3% |
| 7D | +13.4% | +4.1% | +9.3% | +12.1% |
| 30D | +11.1% | -9.0% | +20.1% | +14.4% |
| 3M | -18.8% | -17.6% | -1.2% | -14.0% |
| 6M | +10.5% | -8.8% | +19.3% | +13.2% |
| YTD | -3.4% | -17.0% | +13.6% | +1.4% |
| 1Y | +19.7% | -20.4% | +40.1% | +27.1% |
| 3Y | +381.6% | +35.4% | +346.2% | +304.2% |
| 5Y | -17.6% | +79.7% | -97.3% | -45.7% |
| All | -49.3% | +113.6% | -162.9% | -68.8% |
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