-44.8%
COMP vs LPLA
+159.7%
-204.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.0% |
| 6M | +17.2% | +15.5% | +1.6% | +11.6% |
| YTD | +5.2% | +0.9% | +4.3% | +4.0% |
| 1Y | +18.9% | +0.2% | +18.8% | +17.3% |
| 3Y | +215.9% | +55.2% | +160.7% | +157.5% |
| 5Y | -31.2% | +145.4% | -176.6% | -60.0% |
| All | -44.8% | +159.7% | -204.5% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling