+56.4%
F vs LPLA
+1,081.7%
-1,025.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.1% |
| 7D | +1.4% | +7.6% | -6.3% | -1.3% |
| 30D | +2.0% | -9.5% | +11.5% | +4.9% |
| 3M | -10.4% | -16.3% | +6.0% | -5.5% |
| 6M | +9.7% | -8.0% | +17.7% | +10.9% |
| YTD | -1.2% | -15.5% | +14.3% | +2.0% |
| 1Y | 0.0% | -19.4% | +19.4% | +5.0% |
| 3Y | +41.1% | +39.7% | +1.4% | +13.6% |
| 5Y | -11.4% | +83.0% | -94.4% | -38.2% |
| 10Y | +85.0% | +933.4% | -848.5% | -31.9% |
| All | +56.4% | +1,081.7% | -1,025.4% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling