+16.9%
JD vs LPLA
+1,198.0%
-1,181.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -3.0% | -1.5% | -1.4% | -2.6% |
| 30D | -19.3% | -6.0% | -13.4% | -18.1% |
| 3M | -6.0% | +21.4% | -27.4% | -10.7% |
| 6M | +1.8% | +12.1% | -10.3% | -1.7% |
| YTD | -2.6% | -1.8% | -0.7% | -3.2% |
| 1Y | -17.4% | +3.2% | -20.6% | -19.4% |
| 3Y | -8.6% | +45.9% | -54.6% | -21.6% |
| 5Y | -61.6% | +144.7% | -206.3% | -72.5% |
| 10Y | +16.9% | +1,222.4% | -1,205.6% | -36.4% |
| All | +16.9% | +1,198.0% | -1,181.1% | -36.4% |
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