+53.9%
F vs LPLA
+145.4%
-91.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | -3.1% | +8.4% | +6.3% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | -3.7% | +23.2% | -26.9% | -9.8% |
| 6M | +16.8% | +15.5% | +1.3% | +11.0% |
| YTD | +15.3% | +0.9% | +14.4% | +13.5% |
| 1Y | +31.0% | +0.2% | +30.8% | +28.5% |
| 3Y | +45.4% | +55.2% | -9.8% | +17.0% |
| All | +53.9% | +145.4% | -91.5% | -13.3% |
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 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