+13.7%
COMP vs LPLA
-17.5%
+31.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.9% |
| 7D | +7.2% | +3.6% | +3.5% | +5.6% |
| 30D | +6.4% | -6.8% | +13.2% | +9.2% |
| 3M | -19.4% | -17.0% | -2.4% | -13.8% |
| 6M | +14.6% | +1.8% | +12.7% | +14.0% |
| YTD | -5.5% | -13.4% | +7.9% | -1.4% |
| 1Y | +13.7% | -17.5% | +31.2% | +21.3% |
| All | +13.7% | -17.5% | +31.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling