+55.2%
F vs LPLA
+1,060.6%
-1,005.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +1.6% | +4.1% | -2.6% | +0.1% |
| 30D | +2.6% | -9.0% | +11.7% | +5.4% |
| 3M | -8.8% | -17.6% | +8.8% | -3.3% |
| 6M | +4.6% | -8.8% | +13.5% | +6.1% |
| YTD | -1.9% | -17.0% | +15.1% | +1.9% |
| 1Y | -0.8% | -20.4% | +19.7% | +4.6% |
| 3Y | +43.5% | +35.4% | +8.1% | +16.9% |
| 5Y | -12.1% | +79.7% | -91.8% | -38.2% |
| 10Y | +83.6% | +915.0% | -831.3% | -32.0% |
| All | +55.2% | +1,060.6% | -1,005.4% | -53.3% |
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 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