+11.7%
D vs LPLA
+80.3%
-68.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.4% | -0.9% | -0.4% | -1.3% |
| 30D | +7.7% | -9.5% | +17.2% | +7.9% |
| 3M | -0.3% | -21.9% | +21.6% | +0.1% |
| 6M | +10.1% | -2.6% | +12.7% | +10.0% |
| YTD | +19.1% | -17.8% | +36.9% | +19.4% |
| 1Y | +15.9% | -21.2% | +37.1% | +16.4% |
| 3Y | +75.0% | +30.6% | +44.4% | +71.5% |
| All | +11.7% | +80.3% | -68.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling