+1,402.3%
LITE vs LPLA
+902.8%
+499.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | -35.9% | +4.1% | -40.1% | -37.2% |
| 30D | -51.5% | -9.0% | -42.5% | -50.5% |
| 3M | -35.7% | -17.6% | -18.1% | -32.1% |
| 6M | -43.0% | -8.8% | -34.1% | -42.8% |
| YTD | +46.1% | -17.0% | +63.2% | +49.5% |
| 1Y | +124.7% | -20.4% | +145.1% | +135.2% |
| 3Y | +1,172.1% | +35.4% | +1,136.6% | +968.9% |
| 5Y | +477.0% | +79.7% | +397.3% | +312.7% |
| All | +1,402.3% | +902.8% | +499.6% | +586.7% |
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