+98.7%
LEN vs LPLA
+1,226.8%
-1,128.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -7.8% | -3.7% | -4.1% | -6.8% |
| 30D | -11.0% | -6.4% | -4.7% | -9.4% |
| 3M | -12.8% | +20.2% | -33.0% | -17.7% |
| 6M | -20.2% | +12.8% | -33.0% | -23.6% |
| YTD | -23.0% | -2.5% | -20.5% | -23.7% |
| 1Y | -41.8% | +1.9% | -43.8% | -43.4% |
| 3Y | -28.8% | +45.0% | -73.8% | -41.7% |
| 5Y | -12.6% | +146.6% | -159.2% | -46.3% |
| All | +98.7% | +1,226.8% | -1,128.1% | -30.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling