+86.4%
F vs LPLA
+1,194.2%
-1,107.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.2% |
| 7D | +1.2% | -2.1% | +3.2% | +2.0% |
| 30D | +1.2% | -3.3% | +4.6% | +2.5% |
| 3M | -5.7% | +23.5% | -29.2% | -13.9% |
| 6M | +17.9% | +12.0% | +5.9% | +11.3% |
| YTD | +10.4% | -1.7% | +12.1% | +8.8% |
| 1Y | +25.3% | +3.2% | +22.1% | +20.2% |
| 3Y | +37.5% | +46.2% | -8.7% | +6.8% |
| 5Y | +46.5% | +144.9% | -98.4% | -15.6% |
| 10Y | +86.4% | +1,195.1% | -1,108.7% | -44.5% |
| All | +86.4% | +1,194.2% | -1,107.8% | -44.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling