+170.6%
LII vs LPLA
+824.7%
-654.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.4% | +3.6% | -3.2% | -0.4% |
| 30D | -2.4% | -6.8% | +4.4% | -0.7% |
| 3M | -17.5% | -17.0% | -0.5% | -14.0% |
| 6M | -32.8% | +1.8% | -34.7% | -33.5% |
| YTD | -27.7% | -13.4% | -14.3% | -26.2% |
| 1Y | -28.1% | -17.5% | -10.6% | -25.7% |
| 3Y | -9.7% | +36.5% | -46.1% | -20.1% |
| 5Y | +19.5% | +92.6% | -73.2% | -6.7% |
| 10Y | +170.6% | +809.2% | -638.6% | +47.7% |
| All | +170.6% | +824.7% | -654.1% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling