-96.2%
LCID vs LPLA
+301.4%
-397.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.4% |
| 7D | +24.8% | +3.6% | +21.2% | +23.6% |
| 30D | -0.5% | -6.8% | +6.2% | +1.4% |
| 3M | -43.0% | -17.0% | -25.9% | -39.5% |
| 6M | -40.5% | +1.8% | -42.4% | -41.9% |
| YTD | -64.3% | -13.4% | -51.0% | -63.0% |
| 1Y | -78.1% | -17.5% | -60.5% | -76.8% |
| 3Y | -90.1% | +36.5% | -126.5% | -91.8% |
| 5Y | -99.1% | +92.6% | -191.7% | -99.4% |
| All | -96.2% | +301.4% | -397.6% | -97.8% |
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