+427.2%
LIN vs LPLA
+797.0%
-369.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | +0.3% | -3.2% | +3.5% | +1.1% |
| 30D | +8.0% | -8.6% | +16.7% | +9.9% |
| 3M | +7.7% | -18.7% | +26.4% | +12.6% |
| 6M | +5.1% | +4.5% | +0.5% | +2.6% |
| YTD | +24.7% | -15.3% | +40.0% | +27.2% |
| 1Y | +25.1% | -19.9% | +45.0% | +29.4% |
| 3Y | +36.8% | +33.4% | +3.4% | +17.5% |
| 5Y | +67.9% | +87.4% | -19.6% | +24.2% |
| 10Y | +427.2% | +800.4% | -373.2% | +157.5% |
| All | +427.2% | +797.0% | -369.8% | +157.5% |
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