-8.9%
LEN vs LPLA
+88.0%
-96.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | +15.6% | -8.6% | +24.3% | +16.4% |
| 3M | -0.8% | -18.7% | +17.9% | +0.8% |
| 6M | +0.4% | +4.5% | -4.2% | -0.5% |
| YTD | -14.1% | -15.3% | +1.2% | -13.3% |
| 1Y | -29.6% | -19.9% | -9.8% | -28.5% |
| 3Y | -23.1% | +33.4% | -56.5% | -29.2% |
| 5Y | -8.9% | +87.4% | -96.3% | -29.5% |
| All | -8.9% | +88.0% | -96.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling