+1,525.1%
JBL vs LPLA
+1,251.7%
+273.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.2% | +4.2% |
| 7D | +2.4% | -1.5% | +4.0% | +3.1% |
| 30D | -13.1% | -6.0% | -7.1% | -10.8% |
| 3M | -15.6% | +24.0% | -39.6% | -23.9% |
| 6M | +24.6% | +17.0% | +7.6% | +14.0% |
| YTD | +39.6% | -0.7% | +40.3% | +36.7% |
| 1Y | +48.6% | +2.1% | +46.5% | +42.8% |
| 3Y | +197.3% | +48.7% | +148.6% | +131.9% |
| 5Y | +413.0% | +151.2% | +261.7% | +189.3% |
| All | +1,525.1% | +1,251.7% | +273.4% | +412.9% |
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