+199.0%
D vs LPLA
+1,311.2%
-1,112.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | -3.1% | +4.5% | +1.7% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | 0.0% | +23.2% | -23.2% | -1.8% |
| 6M | +7.4% | +15.5% | -8.2% | +5.8% |
| YTD | +15.9% | +0.9% | +15.0% | +15.3% |
| 1Y | +18.1% | +0.2% | +18.0% | +17.4% |
| 3Y | +58.4% | +55.2% | +3.2% | +49.7% |
| 5Y | +5.2% | +145.4% | -140.2% | -6.5% |
| 10Y | +35.9% | +1,229.7% | -1,193.8% | +1.3% |
| All | +199.0% | +1,311.2% | -1,112.2% | +111.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling