-92.4%
LCID vs LPLA
+36.1%
-128.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +10.8% |
| 7D | +8.9% | +4.1% | +4.8% | +8.3% |
| 30D | -15.4% | -9.0% | -6.4% | -14.0% |
| 3M | -52.9% | -17.6% | -35.2% | -51.2% |
| 6M | -46.8% | -8.8% | -38.0% | -46.1% |
| YTD | -68.9% | -17.0% | -51.8% | -67.8% |
| 1Y | -81.7% | -20.4% | -61.3% | -80.9% |
| 3Y | -92.4% | +35.4% | -127.8% | -91.2% |
| All | -92.4% | +36.1% | -128.5% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling