+54.3%
JD vs LPLA
+790.1%
-735.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.9% |
| 30D | -13.2% | -0.1% | -13.1% | -13.2% |
| 3M | -3.2% | +23.2% | -26.4% | -8.3% |
| 6M | +15.2% | +15.5% | -0.3% | +10.4% |
| YTD | +2.0% | +0.9% | +1.1% | +0.6% |
| 1Y | -5.4% | +0.2% | -5.5% | -7.0% |
| 3Y | -9.1% | +55.2% | -64.3% | -23.0% |
| 5Y | -59.6% | +145.4% | -205.0% | -70.6% |
| 10Y | +26.2% | +1,229.7% | -1,203.4% | -41.3% |
| All | +54.3% | +790.1% | -735.8% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling