+0.4%
DOW vs LPLA
+310.0%
-309.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.0% |
| 7D | +3.7% | -2.8% | +6.4% | +4.6% |
| 30D | +16.3% | -10.2% | +26.4% | +19.7% |
| 3M | +9.7% | -22.3% | +32.0% | +18.8% |
| 6M | -14.1% | -0.5% | -13.6% | -16.2% |
| YTD | +46.6% | -17.9% | +64.5% | +52.2% |
| 1Y | +56.8% | -22.0% | +78.9% | +66.3% |
| 3Y | -20.4% | +29.4% | -49.8% | -35.5% |
| 5Y | -27.4% | +81.2% | -108.7% | -53.9% |
| All | +0.4% | +310.0% | -309.6% | -58.1% |
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