-46.5%
COMP vs LPLA
+120.8%
-167.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +4.6% |
| 7D | +14.5% | +2.3% | +12.2% | +13.8% |
| 30D | +14.9% | -7.7% | +22.6% | +17.7% |
| 3M | -14.2% | -15.7% | +1.5% | -9.7% |
| 6M | +23.7% | +0.8% | +22.9% | +22.7% |
| YTD | +2.1% | -14.2% | +16.3% | +6.0% |
| 1Y | +26.2% | -17.9% | +44.1% | +32.7% |
| 3Y | +470.9% | +36.1% | +434.8% | +380.9% |
| 5Y | -14.0% | +90.3% | -104.4% | -44.5% |
| All | -46.5% | +120.8% | -167.3% | -67.3% |
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