+412.1%
LIN vs LPLA
+824.7%
-412.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +2.0% | +3.6% | -1.6% | +1.1% |
| 30D | +7.9% | -6.8% | +14.6% | +9.2% |
| 3M | +6.3% | -17.0% | +23.3% | +10.6% |
| 6M | +6.5% | +1.8% | +4.7% | +4.6% |
| YTD | +23.6% | -13.4% | +37.0% | +25.4% |
| 1Y | +25.7% | -17.5% | +43.2% | +29.1% |
| 3Y | +35.6% | +36.5% | -0.9% | +15.8% |
| 5Y | +65.9% | +92.6% | -26.8% | +21.8% |
| 10Y | +412.1% | +809.2% | -397.1% | +147.6% |
| All | +412.1% | +824.7% | -412.7% | +147.6% |
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 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