+28.9%
JD vs LPLA
+892.4%
-863.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.4% |
| 7D | +7.9% | +2.3% | +5.6% | +7.2% |
| 30D | +4.8% | -7.7% | +12.4% | +6.4% |
| 3M | -13.9% | -15.7% | +1.8% | -10.7% |
| 6M | -5.8% | +0.8% | -6.6% | -7.0% |
| YTD | +2.4% | -14.2% | +16.6% | +4.6% |
| 1Y | -7.5% | -17.9% | +10.4% | -4.6% |
| 3Y | +20.9% | +36.1% | -15.2% | +4.0% |
| 5Y | -58.0% | +90.3% | -148.4% | -68.5% |
| 10Y | +28.9% | +841.0% | -812.1% | -28.0% |
| All | +28.9% | +892.4% | -863.6% | -28.0% |
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