-95.7%
LCID vs LPLA
+354.9%
-450.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.7% |
| 7D | -9.3% | -1.5% | -7.8% | -8.8% |
| 30D | -35.4% | -6.0% | -29.4% | -34.0% |
| 3M | -17.1% | +21.4% | -38.5% | -23.3% |
| 6M | -58.9% | +12.1% | -71.0% | -61.1% |
| YTD | -59.6% | -1.8% | -57.8% | -59.7% |
| 1Y | -78.0% | +3.2% | -81.2% | -78.4% |
| 3Y | -92.7% | +45.9% | -138.6% | -94.0% |
| 5Y | -97.8% | +144.7% | -242.5% | -98.7% |
| All | -95.7% | +354.9% | -450.5% | -97.6% |
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