+911.3%
LII vs LPLA
+1,060.6%
-149.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -0.6% | +4.1% | -4.8% | -1.6% |
| 30D | -4.6% | -9.0% | +4.4% | -2.4% |
| 3M | -21.2% | -17.6% | -3.6% | -17.7% |
| 6M | -36.4% | -8.8% | -27.6% | -35.4% |
| YTD | -28.9% | -17.0% | -11.9% | -26.7% |
| 1Y | -29.5% | -20.4% | -9.1% | -26.6% |
| 3Y | -8.6% | +35.4% | -44.0% | -18.9% |
| 5Y | +20.2% | +79.7% | -59.5% | -3.8% |
| 10Y | +166.2% | +915.0% | -748.7% | +29.0% |
| All | +911.3% | +1,060.6% | -149.3% | +276.6% |
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