+23.9%
IR vs LPLA
+29.4%
-5.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -0.9% | +3.5% | +2.8% |
| 30D | +9.2% | -9.5% | +18.7% | +11.5% |
| 3M | +0.9% | -21.9% | +22.8% | +7.2% |
| 6M | +19.2% | -2.6% | +21.9% | +18.7% |
| YTD | +7.5% | -17.8% | +25.3% | +11.8% |
| 1Y | +11.7% | -21.2% | +32.9% | +17.7% |
| 3Y | +23.9% | +30.6% | -6.7% | +11.5% |
| All | +23.9% | +29.4% | -5.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling