-10.2%
DOW vs LPLA
+386.7%
-396.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | -4.1% | -6.4% | +2.3% | -1.8% |
| 3M | -12.4% | +20.2% | -32.6% | -19.2% |
| 6M | -10.6% | +12.8% | -23.5% | -16.5% |
| YTD | +31.1% | -2.5% | +33.6% | +29.4% |
| 1Y | +30.5% | +1.9% | +28.6% | +25.8% |
| 3Y | -34.4% | +45.0% | -79.4% | -48.2% |
| 5Y | -35.5% | +146.6% | -182.1% | -63.9% |
| All | -10.2% | +386.7% | -396.9% | -64.3% |
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