+7.3%
LII vs LPLA
+54.7%
-47.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | -3.1% | +2.3% | -0.3% |
| 30D | -12.6% | -0.1% | -12.5% | -12.6% |
| 3M | -24.4% | +23.2% | -47.7% | -26.9% |
| 6M | -28.7% | +15.5% | -44.2% | -30.5% |
| YTD | -19.1% | +0.9% | -20.0% | -19.6% |
| 1Y | -29.7% | +0.2% | -29.9% | -30.2% |
| All | +7.3% | +54.7% | -47.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling