+250.5%
LDOS vs LPLA
+902.8%
-652.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -7.2% | +4.1% | -11.4% | -8.2% |
| 30D | +16.8% | -9.0% | +25.9% | +19.1% |
| 3M | -1.6% | -17.6% | +16.0% | +2.7% |
| 6M | -1.0% | -8.8% | +7.9% | +0.3% |
| YTD | -25.8% | -17.0% | -8.7% | -23.3% |
| 1Y | -31.1% | -20.4% | -10.7% | -28.0% |
| 3Y | +32.8% | +35.4% | -2.6% | +15.9% |
| 5Y | +49.4% | +79.7% | -30.4% | +15.0% |
| All | +250.5% | +902.8% | -652.3% | +65.6% |
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