+284.9%
IR vs LPLA
+802.4%
-517.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.6% |
| 30D | -13.6% | -3.3% | -10.3% | -12.4% |
| 3M | +3.7% | +23.5% | -19.9% | -6.4% |
| 6M | -13.1% | +12.0% | -25.1% | -18.5% |
| YTD | -5.1% | -1.7% | -3.4% | -6.3% |
| 1Y | -6.5% | +3.2% | -9.7% | -10.7% |
| 3Y | +8.5% | +46.2% | -37.7% | -16.2% |
| 5Y | +43.3% | +144.9% | -101.6% | -20.6% |
| All | +284.9% | +802.4% | -517.5% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling