+69.0%
F vs LPLA
+797.0%
-728.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -2.1% | -3.2% | +1.0% | -1.0% |
| 30D | +3.3% | -8.6% | +12.0% | +6.1% |
| 3M | -11.3% | -18.7% | +7.4% | -4.9% |
| 6M | +5.3% | +4.5% | +0.8% | +1.2% |
| YTD | -2.2% | -15.3% | +13.1% | +1.0% |
| 1Y | -3.5% | -19.9% | +16.3% | +1.9% |
| 3Y | +49.5% | +33.4% | +16.1% | +18.2% |
| 5Y | -13.5% | +87.4% | -100.9% | -45.1% |
| 10Y | +69.0% | +800.4% | -731.4% | -45.7% |
| All | +69.0% | +797.0% | -728.0% | -45.7% |
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 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