+48.4%
IR vs LPLA
+145.4%
-97.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | -3.1% | +0.2% | -1.8% |
| 30D | -15.1% | -0.1% | -15.1% | -15.2% |
| 3M | +6.1% | +23.2% | -17.2% | -1.8% |
| 6M | -16.8% | +15.5% | -32.4% | -21.6% |
| YTD | -3.5% | +0.9% | -4.4% | -5.0% |
| 1Y | -3.5% | +0.2% | -3.7% | -5.5% |
| 3Y | +9.5% | +55.2% | -45.7% | -11.8% |
| All | +48.4% | +145.4% | -97.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling