+929.4%
LII vs LPLA
+1,047.9%
-118.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -0.6% | -10.2% | +9.7% | +2.1% |
| 3M | -17.0% | -22.3% | +5.4% | -12.0% |
| 6M | -31.1% | -0.6% | -30.6% | -31.4% |
| YTD | -27.7% | -17.9% | -9.7% | -25.2% |
| 1Y | -26.2% | -22.1% | -4.0% | -22.7% |
| 3Y | -9.6% | +29.3% | -38.9% | -18.9% |
| 5Y | +15.7% | +81.0% | -65.4% | -7.6% |
| 10Y | +166.9% | +772.5% | -605.7% | +34.4% |
| All | +929.4% | +1,047.9% | -118.5% | +284.2% |
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