-99.3%
LCID vs LPLA
+78.4%
-177.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.0% |
| 7D | +8.9% | +4.1% | +4.8% | +7.7% |
| 30D | -15.4% | -9.0% | -6.4% | -13.2% |
| 3M | -52.9% | -17.6% | -35.2% | -50.1% |
| 6M | -46.8% | -8.8% | -38.0% | -46.0% |
| YTD | -68.9% | -17.0% | -51.8% | -67.3% |
| 1Y | -81.7% | -20.4% | -61.3% | -80.4% |
| 3Y | -92.4% | +35.4% | -127.8% | -93.7% |
| All | -99.3% | +78.4% | -177.7% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling