-17.0%
COMP vs LPLA
+93.2%
-110.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.7% |
| 7D | +7.2% | +3.6% | +3.5% | +6.1% |
| 30D | +6.4% | -6.8% | +13.2% | +8.6% |
| 3M | -19.4% | -17.0% | -2.4% | -14.9% |
| 6M | +14.6% | +1.8% | +12.7% | +13.3% |
| YTD | -5.5% | -13.4% | +7.9% | -2.2% |
| 1Y | +13.7% | -17.5% | +31.2% | +19.1% |
| 3Y | +409.7% | +36.5% | +373.2% | +331.2% |
| 5Y | -17.0% | +92.6% | -109.7% | -49.3% |
| All | -17.0% | +93.2% | -110.2% | -49.3% |
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 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