+585.7%
JPM vs LPLA
+1,226.8%
-641.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | 0.0% |
| 7D | -2.3% | -3.7% | +1.3% | -0.6% |
| 30D | -2.3% | -6.4% | +4.0% | +0.6% |
| 3M | +14.9% | +20.2% | -5.3% | +5.0% |
| 6M | +23.6% | +12.8% | +10.8% | +15.4% |
| YTD | +11.3% | -2.5% | +13.8% | +10.5% |
| 1Y | +19.9% | +1.9% | +17.9% | +15.6% |
| 3Y | +162.6% | +45.0% | +117.6% | +105.1% |
| 5Y | +154.6% | +146.6% | +8.0% | +40.6% |
| All | +585.7% | +1,226.8% | -641.1% | +80.2% |
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