+340.0%
IR vs LPLA
+694.9%
-354.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +1.5% | +3.6% | -2.1% | -0.1% |
| 30D | +9.0% | -6.8% | +15.8% | +11.5% |
| 3M | -0.9% | -17.0% | +16.2% | +6.4% |
| 6M | +13.4% | +1.8% | +11.6% | +10.0% |
| YTD | +8.5% | -13.4% | +21.8% | +12.0% |
| 1Y | +11.3% | -17.5% | +28.8% | +17.4% |
| 3Y | +26.0% | +36.5% | -10.5% | -1.0% |
| 5Y | +47.9% | +92.6% | -44.8% | -8.4% |
| All | +340.0% | +694.9% | -354.9% | +27.4% |
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