+43.8%
D vs LPLA
+892.4%
-848.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -0.8% |
| 7D | +0.8% | +2.3% | -1.5% | +0.6% |
| 30D | +10.7% | -7.7% | +18.4% | +11.3% |
| 3M | +2.3% | -15.7% | +18.0% | +3.5% |
| 6M | +12.5% | +0.8% | +11.7% | +12.0% |
| YTD | +20.1% | -14.2% | +34.3% | +20.9% |
| 1Y | +15.6% | -17.9% | +33.5% | +16.7% |
| 3Y | +75.2% | +36.1% | +39.1% | +65.8% |
| 5Y | +14.6% | +90.3% | -75.7% | +2.2% |
| 10Y | +43.8% | +841.0% | -797.2% | +18.3% |
| All | +43.8% | +892.4% | -848.7% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling