+336.0%
IR vs LPLA
+654.3%
-318.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -0.9% | +3.5% | +2.9% |
| 30D | +9.2% | -9.5% | +18.7% | +13.1% |
| 3M | +0.9% | -21.9% | +22.8% | +11.3% |
| 6M | +19.2% | -2.6% | +21.9% | +18.1% |
| YTD | +7.5% | -17.8% | +25.3% | +13.6% |
| 1Y | +11.7% | -21.2% | +32.9% | +20.2% |
| 3Y | +23.9% | +30.6% | -6.7% | -0.9% |
| 5Y | +46.4% | +81.3% | -35.0% | -6.9% |
| All | +336.0% | +654.3% | -318.3% | +29.2% |
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 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