+17.8%
JD vs LPLA
+36.1%
-18.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | +13.4% | +4.1% | +9.2% | +12.9% |
| 30D | +7.7% | -9.0% | +16.7% | +8.5% |
| 3M | -11.3% | -17.6% | +6.4% | -9.8% |
| 6M | -5.1% | -8.8% | +3.7% | -4.7% |
| YTD | +5.0% | -17.0% | +22.1% | +6.2% |
| 1Y | -5.6% | -20.4% | +14.8% | -4.4% |
| 3Y | +17.8% | +35.4% | -17.7% | +25.3% |
| All | +17.8% | +36.1% | -18.3% | +25.3% |
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