+423.6%
COMP vs LPLA
+29.4%
+394.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | +16.6% | -9.5% | +26.0% | +18.7% |
| 3M | -23.5% | -21.9% | -1.7% | -20.4% |
| 6M | +25.7% | -2.6% | +28.4% | +26.8% |
| YTD | -3.4% | -17.8% | +14.4% | -1.0% |
| 1Y | +7.6% | -21.2% | +28.8% | +10.5% |
| 3Y | +423.6% | +30.6% | +393.0% | +490.1% |
| All | +423.6% | +29.4% | +394.2% | +490.1% |
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