+48.8%
D vs LPLA
+757.5%
-708.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -3.1% | -2.8% | -0.3% | -2.8% |
| 30D | +8.4% | -10.2% | +18.5% | +9.2% |
| 3M | +0.2% | -22.3% | +22.5% | +2.2% |
| 6M | +9.5% | -0.5% | +9.9% | +9.1% |
| YTD | +18.8% | -17.9% | +36.7% | +20.1% |
| 1Y | +14.7% | -22.0% | +36.7% | +16.4% |
| 3Y | +72.9% | +29.4% | +43.5% | +64.3% |
| 5Y | +13.1% | +81.2% | -68.1% | +1.1% |
| All | +48.8% | +757.5% | -708.7% | +19.5% |
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