-15.8%
F vs LPLA
+78.4%
-94.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +1.6% | +4.1% | -2.6% | +0.4% |
| 30D | +2.6% | -9.0% | +11.7% | +4.7% |
| 3M | -8.8% | -17.6% | +8.8% | -4.5% |
| 6M | +4.6% | -8.8% | +13.5% | +5.9% |
| YTD | -1.9% | -17.0% | +15.1% | +1.3% |
| 1Y | -0.8% | -20.4% | +19.7% | +3.7% |
| 3Y | +43.5% | +35.4% | +8.1% | +18.5% |
| All | -15.8% | +78.4% | -94.2% | -46.0% |
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