+1,408.5%
LITE vs LPLA
+37.6%
+1,370.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.6% |
| 7D | -12.9% | +2.3% | -15.2% | -13.4% |
| 30D | -46.0% | -7.7% | -38.3% | -44.9% |
| 3M | -33.0% | -15.7% | -17.3% | -29.5% |
| 6M | -34.0% | +0.8% | -34.9% | -36.4% |
| YTD | +61.7% | -14.2% | +76.0% | +65.3% |
| 1Y | +148.3% | -17.9% | +166.2% | +162.2% |
| 3Y | +1,408.5% | +36.1% | +1,372.4% | +1,242.8% |
| All | +1,408.5% | +37.6% | +1,370.9% | +1,242.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling