-26.5%
LEN vs LPLA
+50.5%
-77.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.8% |
| 7D | -2.9% | -2.1% | -0.8% | -2.9% |
| 30D | -8.9% | -3.3% | -5.5% | -8.9% |
| 3M | -10.9% | +23.5% | -34.4% | -10.7% |
| 6M | -19.7% | +12.0% | -31.7% | -19.4% |
| YTD | -20.6% | -1.7% | -18.9% | -20.4% |
| 1Y | -42.4% | +3.2% | -45.6% | -42.2% |
| 3Y | -26.5% | +46.2% | -72.8% | -25.1% |
| All | -26.5% | +50.5% | -77.0% | -25.1% |
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