+27.0%
COMP vs LPLA
-6.0%
+33.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -6.9% |
| 7D | -1.8% | +7.6% | -9.4% | -3.7% |
| 30D | -0.8% | -9.5% | +8.7% | +1.6% |
| 3M | -28.1% | -16.3% | -11.8% | -26.5% |
| 6M | +27.0% | -8.0% | +35.0% | +24.8% |
| All | +27.0% | -6.0% | +33.0% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling