+548.5%
LEN vs LPLA
+1,049.8%
-501.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -5.8% | -0.9% | -4.8% | -5.5% |
| 30D | +13.7% | -9.5% | +23.2% | +16.5% |
| 3M | -3.9% | -21.9% | +18.0% | +2.3% |
| 6M | -0.4% | -2.6% | +2.2% | -1.1% |
| YTD | -16.8% | -17.8% | +1.0% | -14.2% |
| 1Y | -29.5% | -21.2% | -8.3% | -26.4% |
| 3Y | -25.6% | +30.6% | -56.2% | -37.3% |
| 5Y | -13.2% | +81.3% | -94.6% | -38.2% |
| 10Y | +138.5% | +773.9% | -635.5% | -5.5% |
| All | +548.5% | +1,049.8% | -501.2% | +102.2% |
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 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