-54.2%
COMP vs LPLA
+117.5%
-171.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -7.1% |
| 7D | -1.8% | +7.6% | -9.4% | -4.0% |
| 30D | -0.8% | -9.5% | +8.7% | +2.4% |
| 3M | -28.1% | -16.3% | -11.8% | -24.2% |
| 6M | +27.0% | -8.0% | +35.0% | +29.7% |
| YTD | -12.8% | -15.5% | +2.7% | -8.9% |
| 1Y | +4.9% | -19.4% | +24.3% | +10.9% |
| 3Y | +321.0% | +39.7% | +281.3% | +249.3% |
| 5Y | -25.6% | +83.0% | -108.6% | -51.2% |
| All | -54.2% | +117.5% | -171.7% | -72.0% |
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