+59.0%
JD vs LPLA
+632.0%
-573.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | +13.4% | +4.1% | +9.2% | +12.1% |
| 30D | +7.7% | -9.0% | +16.7% | +9.7% |
| 3M | -11.3% | -17.6% | +6.4% | -7.5% |
| 6M | -5.1% | -8.8% | +3.7% | -3.9% |
| YTD | +5.0% | -17.0% | +22.1% | +8.1% |
| 1Y | -5.6% | -20.4% | +14.8% | -1.9% |
| 3Y | +17.8% | +35.4% | -17.7% | +2.3% |
| 5Y | -57.2% | +79.7% | -136.9% | -66.5% |
| 10Y | +34.8% | +915.0% | -880.2% | -33.3% |
| All | +59.0% | +632.0% | -573.1% | -5.7% |
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