+168.6%
LII vs LPLA
+892.4%
-723.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.7% |
| 30D | -2.0% | -7.7% | +5.7% | -0.1% |
| 3M | -20.2% | -15.7% | -4.5% | -17.2% |
| 6M | -32.5% | +0.8% | -33.4% | -33.1% |
| YTD | -27.4% | -14.2% | -13.1% | -25.7% |
| 1Y | -28.2% | -17.9% | -10.2% | -25.7% |
| 3Y | -7.2% | +36.1% | -43.3% | -17.9% |
| 5Y | +19.9% | +90.3% | -70.4% | -6.0% |
| 10Y | +168.6% | +841.0% | -672.3% | +48.9% |
| All | +168.6% | +892.4% | -723.8% | +48.9% |
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