+544.1%
LEN vs LPLA
+1,311.2%
-767.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.2% | -3.1% | -0.1% | -2.3% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | -8.5% | +23.2% | -31.7% | -14.3% |
| 6M | -20.7% | +15.5% | -36.2% | -24.6% |
| YTD | -17.4% | +0.9% | -18.3% | -19.0% |
| 1Y | -38.2% | +0.2% | -38.4% | -39.7% |
| 3Y | -24.9% | +55.2% | -80.1% | -39.2% |
| 5Y | -11.4% | +145.4% | -156.9% | -42.3% |
| 10Y | +110.0% | +1,229.7% | -1,119.6% | -25.8% |
| All | +544.1% | +1,311.2% | -767.1% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling