-28.3%
DOW vs LPLA
+88.0%
-116.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.8% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | +15.7% | -8.6% | +24.4% | +17.4% |
| 3M | +5.3% | -18.7% | +24.0% | +9.4% |
| 6M | -14.2% | +4.5% | -18.8% | -16.4% |
| YTD | +43.9% | -15.3% | +59.2% | +46.9% |
| 1Y | +53.1% | -19.9% | +72.9% | +58.6% |
| 3Y | -21.8% | +33.4% | -55.2% | -30.7% |
| 5Y | -28.3% | +87.4% | -115.7% | -45.4% |
| All | -28.3% | +88.0% | -116.3% | -45.4% |
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