+470.9%
COMP vs LPLA
+37.6%
+433.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +5.0% |
| 7D | +14.5% | +2.3% | +12.2% | +14.1% |
| 30D | +14.9% | -7.7% | +22.6% | +16.5% |
| 3M | -14.2% | -15.7% | +1.5% | -11.9% |
| 6M | +23.7% | +0.8% | +22.9% | +23.9% |
| YTD | +2.1% | -14.2% | +16.3% | +3.8% |
| 1Y | +26.2% | -17.9% | +44.1% | +28.6% |
| 3Y | +470.9% | +36.1% | +434.8% | +534.7% |
| All | +470.9% | +37.6% | +433.3% | +534.7% |
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