-29.9%
COMP vs LPLA
+145.4%
-175.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +1.4% | -3.1% | +4.4% | +2.3% |
| 30D | -13.3% | -0.1% | -13.2% | -13.4% |
| 3M | +41.1% | +23.2% | +17.9% | +32.2% |
| 6M | +17.2% | +15.5% | +1.6% | +11.7% |
| YTD | +5.2% | +0.9% | +4.3% | +4.1% |
| 1Y | +18.9% | +0.2% | +18.8% | +17.3% |
| 3Y | +215.9% | +55.2% | +160.7% | +158.9% |
| All | -29.9% | +145.4% | -175.3% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling