+99.4%
DD vs LPLA
+757.5%
-658.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.6% |
| 7D | +6.7% | -2.8% | +9.5% | +7.9% |
| 30D | +19.4% | -10.2% | +29.6% | +23.4% |
| 3M | +7.6% | -22.3% | +29.9% | +17.2% |
| 6M | +2.9% | -0.5% | +3.4% | +1.0% |
| YTD | +29.9% | -17.9% | +47.7% | +35.5% |
| 1Y | +28.6% | -22.0% | +50.7% | +37.0% |
| 3Y | +90.0% | +29.4% | +60.6% | +55.0% |
| 5Y | +68.1% | +81.2% | -13.1% | +11.0% |
| All | +99.4% | +757.5% | -658.1% | -29.9% |
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