+417.5%
LIN vs LPLA
+902.8%
-485.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | +0.2% | +4.1% | -4.0% | -0.8% |
| 30D | +6.5% | -9.0% | +15.5% | +8.4% |
| 3M | +5.5% | -17.6% | +23.1% | +9.9% |
| 6M | +3.3% | -8.8% | +12.2% | +4.4% |
| YTD | +22.0% | -17.0% | +39.1% | +25.1% |
| 1Y | +25.7% | -20.4% | +46.2% | +30.2% |
| 3Y | +36.2% | +35.4% | +0.8% | +16.4% |
| 5Y | +66.1% | +79.7% | -13.7% | +24.6% |
| All | +417.5% | +902.8% | -485.3% | +153.1% |
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