+29.3%
LDOS vs LPLA
+29.4%
-0.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +8.2% | -9.5% | +17.7% | +9.6% |
| 3M | -8.2% | -21.9% | +13.7% | -4.9% |
| 6M | +5.8% | -2.6% | +8.5% | +5.7% |
| YTD | -27.0% | -17.8% | -9.2% | -25.1% |
| 1Y | -31.0% | -21.2% | -9.8% | -28.9% |
| 3Y | +29.3% | +30.6% | -1.3% | +25.2% |
| All | +29.3% | +29.4% | -0.1% | +25.2% |
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