+2,131.0%
GOOG vs LPLA
+1,273.0%
+858.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.6% | -1.5% | 0.0% | -1.2% |
| 30D | -7.7% | -6.0% | -1.7% | -6.3% |
| 3M | -9.3% | +21.4% | -30.7% | -13.6% |
| 6M | +7.4% | +12.1% | -4.6% | +4.0% |
| YTD | +4.9% | -1.8% | +6.7% | +4.3% |
| 1Y | +37.2% | +3.2% | +34.0% | +34.3% |
| 3Y | +141.6% | +45.9% | +95.7% | +111.6% |
| 5Y | +128.8% | +144.7% | -15.9% | +68.9% |
| 10Y | +772.7% | +1,222.4% | -449.7% | +315.7% |
| All | +2,131.0% | +1,273.0% | +858.0% | +883.1% |
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