+1,587.5%
LITE vs LPLA
+824.7%
+762.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -13.9% | +3.6% | -17.6% | -15.0% |
| 30D | -46.9% | -6.8% | -40.2% | -46.2% |
| 3M | -28.0% | -17.0% | -11.0% | -23.9% |
| 6M | -35.2% | +1.8% | -37.0% | -37.8% |
| YTD | +58.9% | -13.4% | +72.2% | +60.1% |
| 1Y | +125.3% | -17.5% | +142.8% | +133.1% |
| 3Y | +1,344.4% | +36.5% | +1,308.0% | +1,109.3% |
| 5Y | +541.2% | +92.6% | +448.5% | +343.9% |
| 10Y | +1,587.5% | +809.2% | +778.3% | +603.3% |
| All | +1,587.5% | +824.7% | +762.8% | +603.3% |
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