+35.3%
D vs LPLA
+1,194.2%
-1,158.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +0.8% | -2.1% | +2.8% | +0.9% |
| 30D | -0.7% | -3.3% | +2.6% | -0.5% |
| 3M | +2.1% | +23.5% | -21.4% | +0.2% |
| 6M | +6.8% | +12.0% | -5.2% | +5.6% |
| YTD | +16.5% | -1.7% | +18.2% | +16.2% |
| 1Y | +19.2% | +3.2% | +15.9% | +18.1% |
| 3Y | +61.9% | +46.2% | +15.7% | +53.1% |
| 5Y | +6.5% | +144.9% | -138.4% | -6.9% |
| 10Y | +35.3% | +1,195.1% | -1,159.8% | +7.2% |
| All | +35.3% | +1,194.2% | -1,158.9% | +7.2% |
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