-34.6%
DOW vs LPLA
+50.5%
-85.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.9% |
| 7D | -2.9% | -2.1% | -0.8% | -2.6% |
| 30D | +2.0% | -3.3% | +5.3% | +2.5% |
| 3M | -12.5% | +23.5% | -36.1% | -16.5% |
| 6M | -9.2% | +12.0% | -21.2% | -11.9% |
| YTD | +30.8% | -1.7% | +32.4% | +30.8% |
| 1Y | +29.4% | +3.2% | +26.2% | +27.7% |
| 3Y | -34.6% | +46.2% | -80.8% | -38.7% |
| All | -34.6% | +50.5% | -85.0% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling