-97.0%
LCID vs LPLA
+280.9%
-377.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.2% |
| 7D | -10.2% | -0.9% | -9.2% | -9.7% |
| 30D | -10.2% | -9.5% | -0.7% | -7.4% |
| 3M | -54.1% | -21.9% | -32.3% | -50.2% |
| 6M | -53.8% | -2.6% | -51.1% | -54.1% |
| YTD | -72.0% | -17.8% | -54.2% | -70.4% |
| 1Y | -80.5% | -21.2% | -59.3% | -79.0% |
| 3Y | -92.6% | +30.6% | -123.2% | -93.7% |
| 5Y | -99.3% | +81.3% | -180.7% | -99.5% |
| All | -97.0% | +280.9% | -377.9% | -98.3% |
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 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