+1,271.2%
JPM vs LPLA
+1,311.2%
-40.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | -3.1% | +3.3% | +1.6% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | +15.9% | +23.2% | -7.3% | +5.8% |
| 6M | +20.9% | +15.5% | +5.4% | +12.6% |
| YTD | +12.9% | +0.9% | +12.0% | +10.7% |
| 1Y | +20.3% | +0.2% | +20.1% | +17.4% |
| 3Y | +160.9% | +55.2% | +105.7% | +104.6% |
| 5Y | +154.8% | +145.4% | +9.4% | +55.9% |
| 10Y | +591.1% | +1,229.7% | -638.6% | +114.2% |
| All | +1,271.2% | +1,311.2% | -40.0% | +245.5% |
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