+135.3%
JPM vs LPLA
+80.3%
+55.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | +3.3% | -9.5% | +12.7% | +6.1% |
| 3M | -4.2% | -21.9% | +17.7% | +3.6% |
| 6M | +16.4% | -2.6% | +19.0% | +15.9% |
| YTD | +9.5% | -17.8% | +27.3% | +14.9% |
| 1Y | +14.0% | -21.2% | +35.2% | +21.4% |
| 3Y | +153.1% | +30.6% | +122.4% | +118.7% |
| All | +135.3% | +80.3% | +55.0% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling