-95.3%
LCID vs LPLA
+367.5%
-462.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -6.6% | -3.1% | -3.5% | -5.5% |
| 30D | -30.1% | -0.1% | -30.1% | -30.2% |
| 3M | -17.6% | +23.2% | -40.8% | -24.2% |
| 6M | -54.4% | +15.5% | -70.0% | -57.3% |
| YTD | -55.7% | +0.9% | -56.6% | -56.2% |
| 1Y | -71.0% | +0.2% | -71.2% | -71.5% |
| 3Y | -92.6% | +55.2% | -147.9% | -94.1% |
| 5Y | -97.6% | +145.4% | -243.0% | -98.5% |
| All | -95.3% | +367.5% | -462.8% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling